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The following ANOVA table comes from regressing 60 monthly excess returns for a stock against excess returns for a market proxy. Calculate the standard deviation

The following ANOVA table comes from regressing 60 monthly excess returns for a stock against excess returns for a market proxy. Calculate the standard deviation of excess returns for the stock. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%).

df SS
Regression 1 0.079
Residual 58 0.0842
Total 59 0.1632

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