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The standard deviation of the market-index portfolio is 25%. Stock A has a beta of 1.60 and a residual standard deviation of 35%. a. Calculate

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The standard deviation of the market-index portfolio is 25%. Stock A has a beta of 1.60 and a residual standard deviation of 35%. 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.) Total variance b. Calculate the total variance for an increase of 5.62% (percentage points) in its residual standard deviation. (Do not round intermediate calculations.) Total variance

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