2. Suppose that S&P500 has expected monthly return sP5000.0091 and standard deviation S&P500 0.0246. Find the stock X parameters from the table below. Stock X Expected Return Covariance with B Standard Deviation 0.0716 0.0532 0.0767 S&P500 AAPL 0.018 0.00099 1.63 k) What is the non-diversifiable variance of the stock X? (Assume that S&P500 is a good proxy for the market portfolio.) What is the diversifiable variance of the stock X? (Assume that S&P500 is a good proxy for l) the market portfolio.)