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The standard deviation of the market-index portfolio is 50%. Stock A has a beta of 1.60 and a residual standard deviation of 25%. 7 a.
The standard deviation of the market-index portfolio is 50%. Stock A has a beta of 1.60 and a residual standard deviation of 25%. 7 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.) 8 02:04:03 Total variance b. Calculate the total variance for an increase of 23.22% in its residual standard deviation. (Do not round intermediate calculations. Round your answer to the nearest whole number.) Total variance
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