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The standard deviation of the market-index portfolio is 35%. Stock A has beta of 1.40 and a residual standard deviation of 45%. a. Calculate the
The standard deviation of the market-index portfolio is 35%. Stock A has beta of 1.40 and a residual standard deviation of 45%. 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 2. b. Calculate the total variance for an increase of 7.54% in its residual standard deviation. (Do not round intermediate calculations. Round your answer to the nearest whole number.) Total variance
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