Based on the following information, what is the diversifiable proportion for the stock?

standard deviaiton of the stock:$\mathrm{.}08$

standard deviation of the stock index: $\mathrm{.}05$

Correlation coefficinet btween the stock and the stock index:$\mathrm{.}5$

a$.65\%$

b$\mathrm{.}75\%$

c$\mathrm{.}85\%$

d$\mathrm{.}90\%$