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Stock A's return has a standard deviation of 0.3, and a beta of 1.3, while Stock B's return has a standard deviation of 0.4, and

Stock A's return has a standard deviation of 0.3, and a beta of 1.3, while Stock B's return has a standard deviation of 0.4, and a beta of 0.8. Which stock has a higher idiosyncratic risk?

Stock B

A and B have the same amount of idiosyncratic risk

Not determined

Stock A

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