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A stock has an expected return of 5 . 7 % , and its Sharpe ratio is 0 . 6 . If the risk -

A stock has an expected return of 5.7%, and its Sharpe ratio is 0.6. If the risk-free rate is 2.1%, what is the stock's standard deviation?
Enter your answer as a percentage, rounded to 2 decimals, and without the percent sign ('%'). For example, if your answer is 0.01789, enter 1.79.

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