Question: Question 1.CHWS Chapter cent diversification - Conect Cand The lo CHW5: Chapter 6 Emicient Diversification Save Help Save & E Che 14 The standard deviation
Question 1.CHWS Chapter cent diversification - Conect Cand The lo CHW5: Chapter 6 Emicient Diversification Save Help Save & E Che 14 The standard deviation of the market-index portfolio is 20% Stock A has a beta of 175 and a residual standard deviation of 30% 10 points a. Calculate the total variance for an increase of 0.25 in its beta. (Do not round Intermediate calculations. Round your answer to the nearest whole number) Total variance b. Calculate the total variance for an increase of 5.79% in its residual standard deviation. (Do not round intermediate calculations. e nearest whole number) Round your answer to the Total variance
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