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please solve with steps to each question: a.Break down the variance of stock A and B into its systematic and firm-specific components. b.Which one has

please solve with steps to each question:

a.Break down the variance of stock A and B into its systematic and firm-specific components.

b.Which one has greater systematic risk?

c.Which one has greater firm specific risk?

d.Which one has higher r-square?

image text in transcribed
7. [Chapter*&^ Support the standard deviation of the market index portfolio is 15%`. Given the following information ." Stock | HEta | Mean Excess Return Standard Deviation 1. 01 1 1 1^ 4|1^ Malle H` A Break down the variance of stock A and & Into Its systematic and firm - specific components . Do . Which one has greater systematic risk! Which one has greater firm specific risk ?" Which one has higher I- square

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