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The standard deviation of the market index porffolio is 15% Stock. A has a beta of 2.20 and a residual standard deviation of 25% Required:

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The standard deviation of the market index porffolio is 15% Stock. A has a beta of 2.20 and a residual standard deviation of 25% Required: a. Calculate the total variance for an increase of 0.20 in its beta. (Do not round intermediate calculations.) b. Calculate the total variance for an increase of 3 percentage points in its residual standard deviation. (Do not round intermediate calculations.)

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