A stock is expected to have an alpha of \1.00, an expected return of \7.17,...
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A stock is expected to have an alpha of \1.00, an expected return of \7.17, and a standard deviation of \26.60. The market has an expected return of \19.60 and a standard deviation of \24.90. The risk free rate is \2.80. What is the standard deviation of the non-systematic component of the stock's return under the single index model? a. \14.37 b. \15.97 c. \20.68 d. \18.18 e. \26.13 f. \27.99 g. \23.07 h. \25.12
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