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Stock A has a beta of 0.6 and stock B has a beta of 1.2. They both have a return standard deviation of 40% and

Stock A has a beta of 0.6 and stock B has a beta of 1.2. They both have a return standard deviation of 40% and the market portfolio has a return standard deviation of 25%. What fractions of the total variances of the two stocks' returns are market risks (in %)?

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