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Stock XYZ has a variance of XYZ2=25 and a systematic risk of XYZ=0.75. If the variance of the market portfolio is M2=40, then the amount

Stock XYZ has a variance of XYZ2=25 and a systematic risk of XYZ=0.75. If the variance of the market portfolio is M2=40, then the amount of unsystematic risk is?

a. 2.5 b. 0 c. 30 d. 15 e. -2.5

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