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The R-square of the regression of the single-index model for a stock is 84%, the residual variance (aka firm-specidfic variance) is 0.05. Then the systematic

The R-square of the regression of the single-index model for a stock is 84%, the residual variance (aka firm-specidfic variance) is 0.05. Then the systematic variance of the stock is ,___.(in decimal format, keep 4 decimal places).

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