A question on single index model. The photo has enough information to be solved

CONCEPT CHECK 8.1 The data below describe a three-stock financial market that satisfies the single-index model. Stock Capitalization Beta Mean Excess Return Standard Deviation A $3,000 1.0 10% 40% B $1,940 0.2 2 30 C $1,360 1.7 17 50 The standard deviation of the market-index portfolio is 25%. a. What is the mean excess return of the index portfolio? b. What is the covariance between stock A and stock B? c. What is the covariance between stock B and the index? d. Break down the variance of stock B into its systematic and firm-specific components