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Francine can choose to invest in the following three stocks with the given characteristics: Stock A: Beta a 1,1, return standard deviation =25% Stock B:

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Francine can choose to invest in the following three stocks with the given characteristics: Stock A: Beta a 1,1, return standard deviation =25% Stock B: Beta =2.0, return standard deviation =19% Stock C.: Beta =1.0, return standard deviation =40% Regardless of the performance of the market portfolio, which stock is likely to display the least firm-specific risk? stockA Not enough information to determine Stock C Stock B

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