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Consider the following two assets: Asset X Asset Y Beta 0.5200 1.1300 e 0.2100 0.1500 Where e is the firm specific risk expressed as a

Consider the following two assets:

Asset X Asset Y
Beta 0.5200 1.1300
e 0.2100 0.1500

Where e is the firm specific risk expressed as a decimal. The standard deviation of the market is 0.1400 (in decimal form).

What is the total risk of Asset X? Answer as a standard deviation using decimal form (i.e. 0.1234)

please dont round anything until the last step :)

thank you!!

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