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The standard deviation of the market portfolio's return is 20%. A particular stock has a beta of 1.0. The standard deviation of this stock's return

The standard deviation of the market portfolio's return is 20%. A particular stock has a beta of 1.0. The standard deviation of this stock's return is almost surely ________.

Select one: A. 20% B. more than 20% C. more than 100% D. less than 20%

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