QUESTION 20 Use the data below for questions 18 to 20 ============================================================================ Listed below are the characteristic lines and correlation's (correlation of each fund with the market) for three mutual funds: R1=-0.5 + 1.25Rm p=0.8 R2=1.25+0.95Rm p=0.75 R3=0.75+1.35Rm p=0.7 ================================================================ Question 20. What percent of each fund's risk is non-systematic? A. 31.00 38.75 46.00 B. 81.25 75.95 71.35 C.36.00 43.75 51.00 D. 36.00 21.05 48.15