Directly copy and paste will not receive thumb up. That's the investment science problem.

11. (Risk analysis) Assume the market portfolio has expected rate of return im = 0.12 and standard deviation om=0.3. The risk-free rate is rp=0.02. There is another stock, a, in the market with Ta=0.6, Pam = 0.1. (a) Find Fa and Ba. (b) Anew asset, b, has the same expected return as a but a standard deviation of b=0.8. What is the idiosyncratic error of b? (c) Another asset, c, enters the market with pe =0.8. What percentage of the risk of cis idiosyncratic? =