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If the covariance between the excess return of stock A and the market excess return...

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Finance

If the covariance between the excess return of stock A and the market excess return is 0.03, the standard deviation of the market excess return is 0.15, and the standard deviation of the excess return of stock A is 0.25, what is the idiosyncratic volatility? What fraction of the total risk (variance) comes from the systematic risk (variance)?

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