With the formula please.

1. A stock has a beta of 1.25 and a variance of 0.019321. The variance of the market is 0.007396. What is the value of the stock's systematic risk?

Select one:

a. 0.011556

b. 0.007765

c. 0.011722

d. 0.007932

2. A stock has a beta of 1.3 and a correlation with the market of 0.6. The market has a standard deviation of 6.6%. What is the stock's standard deviation?

Select one:

a. 14.53%

b. 13.97%

c. 14.17%

d. 14.30%

3. You are thinking of investing in one of two stocks, A and B. The following table shows the expected return, standard deviation and beta for each stock. The risk-free rate is 4.0%.

Stock	E(R)
A	18.1%	21.1%	2
B	16.6%	31.2%	0.8

What the Sharpe ratio for Stock B?

Select one:

a. 0.43

b. 0.34

c. 0.40

d. 0.42