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Business, 30.07.2020 02:01 JuniperGalaxy

The following are estimates for two stocks. Stock Expected Return Beta Firm-Specific Standard Deviation A 13 % 0.8 30 % B 18 1.2 40 The market index has a standard deviation of 22% and the risk-free rate is 8%. a. What are the standard deviations of stocks A and B? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

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