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Stock A has a Beta of .8. The standard deviation of the returns of the market is 22%. The standard deviation of the returns of

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Stock A has a Beta of .8. The standard deviation of the returns of the market is 22%. The standard deviation of the returns of Stock A is 24%. What percentage of Stock A's variance is driven by the market? 53.8% 73.3% 84.0% 91.7% None of the Above

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