What is baba stocks idiosyncratic volatility
Problem
Suppose BABA's stock has a total return volatility of 53.67%. The stock's market beta is 1.71, and market return volatility is 18%. What is BABA stock's idiosyncratic volatility?
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Suppose BABA's stock has a total return volatility of 53.67%. The stock's market beta is 1.71, and market return. What is BABA stock's idiosyncratic volatility?
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