Question: suppose that the single index model is valid, and you have the following information: asset: Mutual fund A T-bills Market index fund Historical average return:

suppose that the single index model is valid, and you have the following information:

asset: Mutual fund A T-bills Market index fund

Historical average return: 16% 5% 12%

STD 10%

BETA 1.4

Residual STD 12%

what is the STD of fund mutual A?

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