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5. It's late Friday evening. You want to relax, and being the heavy-duty researcher you are, you start your Excel (?) and estimate the

5. It's late Friday evening. You want to relax, and being the heavy-duty researcher you are, you start your Excel (?) and estimate the single-index model for stock i. rit ai +Bimrm,tit. You find that Bim = 3 and the correlation between stock i and the market is Pi,m = 0.11. What is the fraction of systematic variance to the total variance of stock i, that is, Vari [Systematic])? (Vari Var Total

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