Question: This year, the stock market's unexpected return is - 2 4 % and Stock Z ' s unexpected return is 2 5 % . Stock

This year, the stock market's unexpected return is -24% and Stock Z's unexpected return is 25%. Stock Z has a beta of 0.8. What is the unsystematic part of Stock Z's unexpected return? Write your answer out to three decimals - for example, write 15.7% as .157.

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