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Stock A has a beta of 1.2. Its sensitivity of returns is A. 20% more than the market index. B. is 120% more than the

Stock A has a beta of 1.2. Its sensitivity of returns is

A. 20% more than the market index.

B. is 120% more than the market index

. C. is 0.20% more than the market index

. D. something you cannot determine from this number.

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