The standard deviation of the market-index portfolio is 45%. Stock A has a beta of 1.20...

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Finance

The standard deviation of the market-index portfolio is 45%.Stock A has a beta of 1.20 and a residual standard deviation of55%.

a. Calculate the total variance for an increase of0.20 in its beta. (Do not round intermediate calculations.Round your answer to 4 decimal places.)

b. Calculate the total variance for an increase of8.86% in its residual standard deviation. (Do not roundintermediate calculations. Round your answer to 4 decimalplaces.)
I got .6994 for both but it keeps saying imwrong.

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The standard deviation of the market-index portfolio is 45%.Stock A has a beta of 1.20 and a residual standard deviation of55%.a. Calculate the total variance for an increase of0.20 in its beta. (Do not round intermediate calculations.Round your answer to 4 decimal places.)b. Calculate the total variance for an increase of8.86% in its residual standard deviation. (Do not roundintermediate calculations. Round your answer to 4 decimalplaces.)I got .6994 for both but it keeps saying imwrong.