The standard deviation of the market-index portfolio is 10%. Stock A has a beta of 2.70 and a residual standard deviation of 20% a. Calculate the total variance for an increase of 0.10 in its beta. (Do not round intermediate calculations. Round your answer to the nearest whole number.) Total variance : ok nces b. Calculate the total variance for an increase of 1.33% (percentage points) in its residual standard deviation. (Do not round Intermediate calculations.) Total variance
