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Stock A has a standard deviation of 16% and a Beta of 1.2. The standard deviation of the market portfolio is 10%. Stock A's unique

Stock A has a standard deviation of 16% and a Beta of 1.2. The standard deviation of the market portfolio is 10%. Stock A's unique or unsystematic risk, expressed as a standard deviation, is:

(a) 3.8%. (b) 11.9%. (c) 12.2%. (d) 10.6%. (e) 5.4%.

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