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You observe the following information:The variance of the market portfolio's return is 0 . 3 6 ; the CAPM beta for stock ABC is 1

You observe the following information:The variance of the market portfolio's return is 0.36; the CAPM beta for stock ABC is 1.25; the return correlation between stock ABC and the market is 0.8889. Compute the return variance of the stock ABC. Pick the closest number.

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