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The standard deviation of the market-index portfolio is 20% Stock A has a beta of 1.50 and a residual standard deviation of 30% Required: a.

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The standard deviation of the market-index portfolio is 20% Stock A has a beta of 1.50 and a residual standard deviation of 30% Required: a. Calculate the total variance for an increase of 0.15 in its beta. (Do not round intermediate calculations.) b. Calculate the totai variance for an increase of 3% in its residual standard deviation. (Do not round intermediate calculations.)

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