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The following are estimates for a stock A. Stock Expected ret. beta firm-specific variance, or Var(e) A 0.14 1.6 0.26 The market index has a

The following are estimates for a stock A. Stock Expected ret. beta firm-specific variance, or Var(e) A 0.14 1.6 0.26 The market index has a standard deviation of 0.23, and the risk-free rate if 0.04 What percentage of stock A's total risk is attributable to systematic risk (or market risk)? Here consider variance as the risk measure

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