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Suppose the market variance is 10.3% and the Beta for company 1 is 0.64 . According to the single index model, systematic risk for company

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Suppose the market variance is 10.3% and the Beta for company 1 is 0.64 . According to the single index model, systematic risk for company 1 is closest to Select one: a. 5.31% b. 0.00% c. 4.22% d. 2.56%

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