6. Suppose that the riskless rate of return is 4% and the expected market return is 12%. The standard deviation of the market return is 11%. Sup pose as well that the covariance of the return on Stock A with the market return is 165%2.9 (c) If the variance of the return on Stock A is 220%^2, what percentage of this variance is clue to market risk? 6. Suppose that the riskless rate of return is 4% and the expected market return is 12%. The standard deviation of the market return is 11%. Sup pose as well that the covariance of the return on Stock A with the market return is 165%2.9 (c) If the variance of the return on Stock A is 220%^2, what percentage of this variance is clue to market risk