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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%. Required: a.

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%. Required: a. Calculate the total variance for an increase of 0.20 in its beta. (Do not round intermediate calculations.)

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