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The expected return and the standard deviation of the market portfolio is 12% and 10% respectively. The risk free rate is 4.5%. The risky stock

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The expected return and the standard deviation of the market portfolio is 12% and 10% respectively. The risk free rate is 4.5%. The risky stock X has an expected return of 18% and the standard deviation of 40%. The correlation between the risky stock X and the market portfolio is 0.45. What is the risky asset X's unsystematic variance (risk)

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