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The total risk (standard deviation) of the investment in a given portfolio is 25%, the coefficient of this portfolio is 0.8. The risk (standard deviation)

The total risk (standard deviation) of the investment in a given portfolio is 25%, the coefficient of this portfolio is 0.8. The risk (standard deviation) of market portfolio rates of return is 17%. What is the share of diversifiable risk in the total for this portfolio?

a) 29,6%

b) 28,4%

c) 70,4%

d) 71,6%

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