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The beta of a stock in your portfolio is .15. The covariance of the stock returns with the market returns is .003. The volatility (std
The beta of a stock in your portfolio is .15. The covariance of the stock returns with the market returns is .003. The volatility (std deviation) of the market is closer to:
A . 14%
B. The standard deviation of the market can never be close to the beta of a stock in a portfolio.
C. Below 13%
D. Above 15%
E. We do not have enough data
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