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Question 13 Suppose that the index model for stocks of Tab Inc. is estimated from excess returns with the following results: RT-0.08 +0.8Rm+er. The R-squared

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Question 13 Suppose that the index model for stocks of Tab Inc. is estimated from excess returns with the following results: RT-0.08 +0.8Rm+er. The R-squared (R) of regression is 0.48 and the market index has a standard deviation of 26%. What is the systematic component of the variance of the stock? A 12.23 0.5%

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