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Suppose total volatility is 36% and the market volatility is 20%. For a stock with a beta of 1.35 , what is the amount of

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Suppose total volatility is 36% and the market volatility is 20%. For a stock with a beta of 1.35 , what is the amount of idiosyncratic risk? 5.67% 23.81% 9.00% None of the choices

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