2. Assume the following market model: ; = a; + Bjm + j, where f; is the net return of asset j, im is the market net return with variance Var(M) = om, and E[j] = 0, Var(;) = 0 and Cov(@i, &;) = 0 for i + j. (a) Compute the variance of asset j's return. (b) Compute the Cov(fi, f;)