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Consider an ETF whose volatility (std. dev.) is 20% and whose beta is 0.05. If the market volatility is 25%, then this ETF's R-squared is

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Consider an ETF whose volatility (std. dev.) is 20% and whose beta is 0.05. If the market volatility is 25%, then this ETF's R-squared is close to 25.0% 0.39% 20.0% 31.3%

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