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Based on the following information: Standard deviation of the stock: .04 Standard deviation of the stock index: .03 Correlation coefficient between the stock and the

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Based on the following information: Standard deviation of the stock: .04 Standard deviation of the stock index: .03 Correlation coefficient between the stock and the stock index: .9 what is the market risk component for the stock? Select one: a. .00090 O b. .00140 x C. .00130 d. .00110 Based on the following information: Standard deviation of the stock: .04 Standard deviation of the stock index: .03 Correlation coefficient between the stock and the stock index: .9 what is the market risk component for the stock? Select one: a. .00090 O b. .00140 x C. .00130 d. .00110

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