Just need the solution/response to variance, thank you so much in advance!

Assume that security returns are generated by the single-index model, Ri = alpha i + beta iRM + ei where Ri, is the excess return for security i and RM is the market's excess return. The risk-free rate is 2%. Suppose also that there are three securities A, B, and C, characterized by the following data: If sigma M = 10%. calculate the variance of returns of securities A, B, and C, (Enter your answers as a percent squared. Round to the nearest whole number. Omit the "%" sign in your response.) Now assume that there are an infinite number of assets with return characteristics identical to those of A, B, and 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 standard deviation as a percentage. Round to the nearest whole number. Omit the "%" sign in your response.) Assume that security returns are generated by the single-index model, Ri = alpha i + beta iRM + ei where Ri, is the excess return for security i and RM is the market's excess return. The risk-free rate is 2%. Suppose also that there are three securities A, B, and C, characterized by the following data: If sigma M = 10%. calculate the variance of returns of securities A, B, and C, (Enter your answers as a percent squared. Round to the nearest whole number. Omit the "%" sign in your response.) Now assume that there are an infinite number of assets with return characteristics identical to those of A, B, and 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 standard deviation as a percentage. Round to the nearest whole number. Omit the "%" sign in your response.)