Assume that security returns are generated by the single index model, where is the excess return for security and R, is the market's excess return. The risk free rates three securities AB and characterized by the following data: . Suppose also that there are Security 4 0 .3 1.1 (R) of 151 13 15 a. If 0, -20%, calculate the variance of returns of securities A B and C Variance Security A Security Security b. Now assume that there are an infinite number of assets with return characteristics identical to those of A Band C respectively What will be the mean and variance of excess returns for securities A B and C? (Enter the variance answers as a percent squared and mean as a percentage. Do not round intermediate calculations. Round your answers to the nearest whole number) Variance Security A Security B Security C