2. The data below describe a three-stock financial market that satisfies the single-index model. Mean Excess Standard Deviation Stock CapitalizationBeta $3,000 1,940 1,360 1.0 0.2 1.7 Return 10% 17 40% 30 50 The standard deviation of the market index portfolio is 25%. a. What is the mean excess returm of the index portfolio? b. What is the covariance between stock A and stock B? c. What is the covariance between stock B and the index? d. Break down the variance of stock B into its systematic and firm-specific components