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The regression analysis of stock A using the single index model shows the following results: R A = 0.01 +0.6R M +e A , R

The regression analysis of stock A using the single index model shows the following results:

RA = 0.01 +0.6RM +eA , R2 =45%

The standard deviation of the market index is 29%. What is the standard deviation of the stock A ? ____%

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