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The standard deviation of the market - index portfolio is 1 0 % . Stock has a beta of 2 . 7 0 and a
The standard deviation of the marketindex portfolio is Stock has a beta of and a residual standard deviation of Required: a Calculate the total variance for an increase of in its beta. Do not round intermediate calculations. Answer is complete and correct. b Calculate the total variance for an increase of percentage points in its residual standard deviation. Do not round intermediate calculations.
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