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A stock's beta equals 0.94, the variance of the market return is 167%%, and the variance of the firm-specific portion of the stock's return is

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A stock's beta equals 0.94, the variance of the market return is 167%%, and the variance of the firm-specific portion of the stock's return is 77% %. What is the stock return's coefficient of determination? 1) 0.72 2) 0.78 3) 0.66 4) 0.81 5) 0.69

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