could you help me to explain this question and show the forums. thanks

Consider the following historical data for the returns on assets A and B and the market portfolio: Period Asset A Asset B Market Portfolio 1 10% 6% 4% 2 -3% 6% 1% 3 5% 2% 5% 4 2% 4% 2% 5 1% 2% 1% a. The covariance between asset A and asset B is IX. (1 decimal) b. If the beta of asset B is 0.5, what is the systematic return and non-systematic return for asset B in each period? (1 decimal) The systematic return for asset B will be X% for period 1, % for period 2, X% for period 3, X% for period 4 and % for period 5. The unsystematic return for asset B will be * % for period 1, *% for period 2, X% for period 3, X% for period 4 and *% for period 5