Question: 2 . The single - index model has been estimated for stock A with the following results RA = 0 01 + 0.8 RXted OM

2 . The single - index model has been estimated for stock A with the following results RA = 0 01 + 0.8 RXted OM = 0 . 20 ; 0 ( ex ) = 0.10 The standard deviation of the return for stock A is 2 0.0356 b. 0. 1887 C . 0. 1600 d. 0. 2600 e . 0. 6400

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