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T he coefficient of a stock is 0.75 while the covariance of the left of the yields of this stock is 0.05. Furthermore, the standard

The coefficient of a stock is 0.75 while the covariance of the left of the yields of this stock is 0.05. Furthermore, the standard deviation of the return of the market portfolio is 0.1. Assuming that the CAPM exists which is the value of the standard deviations of the returns of the stock?

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