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The index model for stock A has been estimated with the following result: RA = 0.01 + 0.9RM + eA. If M = 0.20 and

The index model for stock A has been estimated with the following result:

RA = 0.01 + 0.9RM + eA.

If M = 0.20 and RSquared A = 0.60, the standard deviation of return of stock A is:

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