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Suppose that the index model for stock A is estimated from excess returns with the following results: RA=3%+0.3 Rm+eA, RSQ-A=0.4 OM= = 0.20 What is

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Suppose that the index model for stock A is estimated from excess returns with the following results: RA=3%+0.3 Rm+eA, RSQ-A=0.4 OM= = 0.20 What is the unsystematic component of the variance for stock A? Please round your answer to four decimal places

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