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7. The index model has been estimated for stocks A and B with the following results: TA-I = 0.01 +0.8 (Tm-re) + es, To -

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7. The index model has been estimated for stocks A and B with the following results: TA-I = 0.01 +0.8 (Tm-re) + es, To - r=0.02 + 1.2 (mm - 1f)+ es. OM=0.20, (es) = 0.20, (es)=0.10. The standard deviation for stock A is A) B) C) 0.0656 0.0676 0.2561 0.2600 none of the above D) E)

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