30. The index model has been estimated for stocks A and B with the following results: RARBM=0.03+0.7RM+eA=0.01+0.9RM+eB=0.35;(eA)=0.20;(eB)=0.10 (i) Find the covariance between the returns on stocks A and B (ii) Find the systematic variance of firm A (iii) Find the firm-specific variance of firm A - Msyterhatic (iv) Find the variance of firm B (v) Find the R Square of a portfolio made up of 20% weight in A and 80% weight in