1. Cost of Equity. The following table shows estimates of the risk of two well-known Canadian stocks: R? Beta Standard Error of Beta Sun Life Financial 0.12 0.86 0.30 Loblaw 0.06 0.63 0.33 a. What proportion of each stock's risk was market risk? b. What is the expected return on Sun Life? Assume a risk-free interest rate of 5% and an expected market rate of 12%. c. Suppose that next year, the market provides a 20% return. Knowing this, what return would you expect from Loblaw? Also assume a risk-free interest rate of 5%