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Risk free asset, the market, and stock X have the expected returns of 2%, 8%, and 12% respectively. If X and the market has a

Risk free asset, the market, and stock X have the expected returns of 2%, 8%, and 12% respectively. If X and the market has a covariance of 0.1503, what is the risk level of the market (as it is measured by the standard deviation)

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