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You are calculating the risk of ABC stock in relation to the market index and you find ABC s beta is 2 . 5 0
You are calculating the risk of ABC stock in relation to the market index and you find ABCs beta is the market indexs standard deviation is and the standard deviation of ABCs residual error terms is What portion of ABCs total variance is due to systematic risk? Please calculate the portion as a percentage. Do not enter in the answer box. For example, if your answer is or then enter as in the answer box.
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