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The answer is not 19 or 19.21%, please show your work! The standard deviation of the market-index portfolio is 15% Stock A has a beta

The answer is not 19 or 19.21%, please show your work! image text in transcribed
The standard deviation of the market-index portfolio is 15% Stock A has a beta of 2.20 and a residual standard deviation of 25%. a. Calculate the total variance for an increase of 0.20 in its beta (Do not round intermediate calculations. Round your answer to the nearest whole number.) Answer is complete but not entirely correct. Total variance 19 b. Calculate the total variance for an increase of 3 84% in its residual standard deviation (Do not found intermediate calculations Round your answer to the nearest whole number.) Answer is complete but not entirely correct. Total variance 193

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