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Problem 6 - 5 ( Static ) The standard deviation of the market - index portfolio is 2 0 % . Stock A has a
Problem Static The standard deviation of the marketindex portfolio is Stock A has a beta of and a residual standard deviation of Required: a Calculate the total variance for an increase of in its beta. Do not round intermediate calculations. Total variance b Calculate the total variance for an increase of in its residual standard deviation. Do not round intermediate calculations. Total variance
Problem Static
The standard deviation of the marketindex portfolio is Stock A has a beta of and a residual standard deviation of
Required:
a Calculate the total variance for an increase of in its beta. Do not round intermediate calculations.
Total variance
b Calculate the total variance for an increase of in its residual standard deviation. Do not round intermediate calculations.
Total variance
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