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Given the following information for a stock, Variance=0.6 Beta=1.2 Residual variance=0.2 what is the non-diversifiable proportion of the stock if the variance of the market

Given the following information for a stock,

Variance=0.6

Beta=1.2

Residual variance=0.2

what is the non-diversifiable proportion of the stock if the variance of the market portfolio is 0.3?

The answer is 72% How?

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