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The index model has been estimated for stock A with the following results: R A = 0 . 0 1 + 0 . 8 R

The index model has been estimated for stock A with the following results:
RA=0.01+0.8RM+eA.
M=0.20;(eA)=0.10.
The standard deviation of the return for stock A is
0.6400
0.1887
0.1600
0.0356
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