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Stock Z has an R-squared of 0.4, and beta of 14. The market has a standard deviation of 30% What is the firm-specific standard deviation

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Stock Z has an R-squared of 0.4, and beta of 14. The market has a standard deviation of 30% What is the firm-specific standard deviation of Stock Z? Multiple Choice 476% +/-0.2 45.2% 0.2% x 40.45-0.25 51.4% +1.0.2%

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