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Remaining Time: 24 minutes, 03 seconds Question Completion Status: 3 90 100 110 120 130 140 150 170 100 09 QUESTION 24 Suppose that the

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Remaining Time: 24 minutes, 03 seconds Question Completion Status: 3 90 100 110 120 130 140 150 170 100 09 QUESTION 24 Suppose that the index model for Stocks A and B is estimated with the following results: RA --29 -1.65RM A Re - 48 + 110RM + es R-square (A) - 0.15 R-square (B) - 0.25 Residual lea) Standard Deviation of Stock A-0.18 Residual leg) Standard Deviation of Stock B -0.14 Based on the information above, provide the answer to the following questions in the answer box a. Which stock has higher market risk? (need to say the reason) b. Which stock has higher firm-specific risk? (need to say the reason) c. Which stack is a better investment in a well-diversified portfolio? Why? (need to say the reason). For the toolbar, press ALT-F10 (PC) or ALT+FN+F10 (Mac). Arial 3(1200 Click Save and submit to save and submit. Click Save All Arster to save all enters

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