Question: Problem 1 1 - 3 3 Systematic versus Unsystematic Risk Consider the following information about Stocks I and II: The market risk premium is 8

Problem 11-33 Systematic versus Unsystematic Risk
Consider the following information about Stocks I and II:
The market risk premium is 8 percent and the risk-free rate is 6 percent. (Do not round
intermediate calculations. Enter the standard deviations as a percent and round all
answers to 2 decimal places, e.g.,32.16.)
Problem 11-33 Systematic versus Unsystematic Risk Consider the following information about

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