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Suppose the standard deviation of the market return is 20%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta

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Suppose the standard deviation of the market return is 20%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.3? (Enter your answer as a percent rounded to the nearest whole number.) b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0 ? (Enter your answer as a percent rounded to the nearest whole number.) c. A well-diversified portfolio has a standard deviation of 15%. What is its beta? (Round your answer to 2 decimal places.) d. A poorly diversified portfolio has a standard deviation of 20%. What can you say about its beta

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