Stock A has a standard deviation of 16 and a Beta of 1.2. The standard deviation of the market portfolio is 10%. Stock A's unique or unsystematic risk, expressed as a standard deviation, is
A) 3.8%.
B) 11.9%.
C) 12.2%.
D) 10.6%.

Question

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The Answer of Stock A has a standard deviation of 16 and a Beta of 1.2. The standard deviation of the market portfolio is 10%. Stock A's unique or unsystematic risk, expressed as a standard deviation, is
A) 3.8%.
B) 11.9%.
C) 12.2%.
D) 10.6%.

Stock a Has a Standard Deviation of 16 and a Beta