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Trixie has three different stocks that she can invest in: Stock X: Beta =0.7, monthly return standard deviation =25% Stock Y: Beta =1.3, monthly return

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Trixie has three different stocks that she can invest in: Stock X: Beta =0.7, monthly return standard deviation =25% Stock Y: Beta =1.3, monthly return standard deviation =19% Stock Z: Beta =0.5, monthly return standard deviation =52% Over a series of months, which stock is likely to display the most firm-specific risk? Not enough information to determine Stock X Stock Z Stock Y

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