Suppose that KO stock has a beta of 0.6. When its correlation with the market...

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Finance

Suppose that KO stock has a beta of 0.6. When its correlation with the market is 0.3 and the market portfolio has a standard deviation of 20%, what is the standard deviation of the KO stock?

a. 10%

b. 20%

c. 30%

d. 40%

e. 50%

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