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The index model for stock A has been estimated with the following result: RA = 0.01 + 0.94RM + eA If ?M = 0.30 and

The index model for stock A has been estimated with the following result: RA = 0.01 + 0.94RM + eA If ?M = 0.30 and R2 A = 0.28, the standard deviation of return of stock A is

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