A diagram of the CML and SML for the market $M,$ risk$-$free asset $r_f,$ an inefficient portfolio $P,$ and a

complete portfolio $C$ is shown below. The diagram is not to scale.

CML & CALP

$SM{L}_{?}$

The values of the labeled variables are $E[r_1]=3\mathrm{.}0\%,E[r_2]=10\mathrm{.}3\%,E[r_3]=16\mathrm{.}7\%,{}_1=17\mathrm{.}9\%,{}_2=30\mathrm{.}0\%,$

${}_3=44\mathrm{.}3\%.$ What is the standard deviation of nonsystematic risk for the complete portfolio ${}_{lon,C}$ under the

CAPM?

a$.,0\mathrm{.}1374$

b$.0\mathrm{.}1180$

c$.0\mathrm{.}0988$

d$.0\mathrm{.}1105$

e$.0\mathrm{.}0791$

f$.0\mathrm{.}0913$

g$.0\mathrm{.}0858$

h$.0\mathrm{.}1443$