Question: Stock Expected return Beta Firm specific Standard Deviation A 13% 0.8 15% B 18% 1.2 25% Market SD 22% Risk Free Rate 8% Calculate Standard

Stock Expected return Beta Firm specific Standard Deviation
A 13% 0.8 15%
B 18% 1.2 25%
Market SD 22%
Risk Free Rate 8%
Calculate Standard Deviation for Stock A?

23.12%

18.76%

27.68%

20.19%

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