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The following are estimates for two stocks. The market index has a standard deviation of 2 4 % and the risk - free rate is
The following are estimates for two stocks.
The market index has a standard deviation of and the riskfree rate is
a What are the standard deviations of stocks A and Do not round intermediate calculations. Round your answers to decimal
places.
b Suppose that we were to construct a portfolio with proportions:
Compute the expected return, standard deviation, beta, and nonsystematic standard deviation of the portfolio. Do not round
intermediate calculations. Enter your answer for Beta as a number, not a percent. Round your answers to decimal places.
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