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The beta of a particular stock is 1 . 4 3 and the standard deviation of the market returns is 3 3 % . The

The beta of a particular stock is 1.43 and the standard deviation of the market returns is 33%. The coefficient of correlation between the returns of the stock and that of the market is 0.75. The real risk-free rate is 2.25% and the expected inflation rate is 1.15%. What is the standard deviation of the stock's returns
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