The correlation between a companys gross revenue and the market index is 0.3. The excess return of the market over the risk-free rate is 6% and the market price of risk for the banks revenue is 0.2, what the volatility of the market index?

e (5) The correlation between a company's gross revenue and the market index is 0.3. The excess return of the market over the risk-free rate is 6% and the market price of risk for the bank's revenue is 0.2, what the volatility of the market index