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Suppose that a firm has an expected return of 8.3% and a variance on the return of 0.0176. Assume the risk-free rate is 2.1%. What

Suppose that a firm has an expected return of 8.3% and a variance on the return of 0.0176. Assume the risk-free rate is 2.1%. What is the standard deviation on the return?

a) 10.0%

b) 13.3%

c) 7.9%

d) 4.5%

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