The standard deviation of the market-index portfolio is 20%. Stock A has a...

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Accounting

The standard deviation of the market-index portfolio is 20%. Stock A
has a beta of 1.5 and a residual standard deviation of 30%.
a. Calculate the total variance for an increase of 15 in its beta. (Do not
round intermediate calculations. Round your answer to 4 decimal
places.)
Total variance
b. Calculate the total variance for an increase of 3% in its residual
standard deviation. (Do not round intermediate calculations. Round
your answer to 4 decimal places.)
Total variance
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