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The standard deviation of the market-index portfolio is 15%. Stock A has a beta of 2.20 and a residual standard deviation of 25%. a. Calculate

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The standard deviation of the market-index portfolio is 15%. Stock A has a beta of 2.20 and a residual standard deviation of 25%. a. Calculate the total variance for an increase of 0.20 in its beta. (Do not round intermediate calculations. Round your answer to the nearest whole number.) Answer is complete but not entirely correct. Total variance 0 b. Calculate the total variance for an increase of 3.84% in its residual standard deviation (Do not round intermediate calculations. Round your answer to the nearest whole number.) Answer is complete but not entirely correct. Total variance

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