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Consider a 1-factor APT model RA=RA+AF+A If the variance of the factor returns is 0.088 and Var(A)=0.074, compute the variance of the returns of asset

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Consider a 1-factor APT model RA=RA+AF+A If the variance of the factor returns is 0.088 and Var(A)=0.074, compute the variance of the returns of asset A, assuming A=0.84. (Answer to at least 4 decimal places.)

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