Question: Fund R St. Dev. Beta Intercept A 1.1 18% 19% 20% 30% 35% 25% Var (Residuals) 0.0416 0.0549 0.0049 0.02 0.01 0.03 St. Dev. (Residuals)

Fund R St. Dev. Beta Intercept A 1.1 18% 19% 20%

Fund R St. Dev. Beta Intercept A 1.1 18% 19% 20% 30% 35% 25% Var (Residuals) 0.0416 0.0549 0.0049 0.02 0.01 0.03 St. Dev. (Residuals) 20.40% 23.43% 7.00% 1.3 1.2 20% 1 S&P 500 Rf 15% 5% Based on the table above, what is the proportion of the total risk for portfolio A that is explained by the market? 54% 7% 48% 18%

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