Investments:

37. (0.5 point ) Stook A has a standard deviation of 16% and a Beta of 1.2. The atandard deviation of the market portfolio is 10\%. Stock A's unique or unsystematic risk, expreased as a standard deviation, is. (a) 3.8%. (b) 11.9: (c) 12.29 . (d) 10.6% (e) 5.48