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Stock OPQ's returns have a variance of 0.73 and a covariance with the market's returns of 0.22. The market's variance of returns is equal to

Stock OPQ's returns have a variance of 0.73 and a covariance with the market's returns of 0.22. The market's variance of returns is equal to 0.13.

What percentage of Stock OPQ's risk is systematic?

29%

42%

51%

18%

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