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The following are estimates for 2 stocks. Stock Expected ret. beta firm-specific variance, or Var(e) A...

The following are estimates for 2 stocks.

Stock Expected ret. beta firm-specific variance, or Var(e)
A 13% 0.9 0.32
B 18% 2.0 0.45

The market index has a standard deviation of 0.23, and the risk-free rate if 0.05

What is the standard deviation of stock A's return?

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