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4 pts Question 12 Assume a world were all CAPM assumptions hold. In this world, it is possible to borrow and lend risk-free at a rate of 2.5 %. For market portfolio Mand portfolio A we have the following information: E(R) o(R) M 9 % 21% A 16 % ? Current Price per Share 15 10 The correlation coefficient of the returns between Mand A is 0.5. Question: Calculate the unique risk (also called idiosyncratic or unsystematic risk) of security A, measured as the standard deviation of the return. Round your answer to O decimals (e.g. 1%). Do NOT include the percentage sign in your