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Rich ran an index model regression of three stocks monthly excess returns on the S&P 500's excess returns. She obtains the following output from Excel:

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Rich ran an index model regression of three stocks monthly excess returns on the S&P 500's excess returns. She obtains the following output from Excel: St ks a B R2 -1. 9 A -0.76% 50% 1. 5 B 0.80% 86% * 0.26% 75 50% Which of the above three stocks has the largest systematic risk? A. A B. B C C D The same for the three stocks

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