please assist with part b

Suppose that the standard deviation of returns from a typical share is about 0.36(0 r 36% ) a year. The correlation between the returns. of each pair of shares is about 0.4 . a. Calculate the variance and standard deviation of the returns on a portfolio that has equal investments in 2 shares, 3 shares, and so on, up to 10 shares. (Use decimal values, not percents, in your calculations. Do not round intermediate calculations. Round the "Variance" answers to 6 decimal places. Round the "Standard Deviation" onswers to 3 decimal places.) b. How large is the underlying market variance that cannot be diversified away? (Do not round intermediote calculotions, Round your onswer to 3 decimal ploces.)