a$.$ What proportion of each stock's risk was market risk, and what proportion was specific risk?

b$.$ What is the variance of the returns for Sun Life Financial stock? What is the specific variance?

c$.$ What is the confidence interval on Suncor's beta?

d$.$ If the CAPM is correct, what is the expected return on Sun Life? Assume a risk$-$free interest rate of $3\%$ and an expected market

return of $13\%.$

e$.$ Suppose that next year, the market provides a $12\%$ return. Knowing this, what return would you expect from Sun Life?