Assume that CAPM holds. Suppose that the expected return of the market portfolio is 7% in 2022 and the standard deviation of market return in 2022 is 12%. Assume that the covariance of Walmart's stock return with the market is 0.00144, and the covariance of Alphabet's stock return with the market is 0.01512. The standard deviations of Walmart and Alphabet stock return are 6% and 20%, respectively. What proportion of Alphabets and Walmarts risk (variance) can be diversified away according to CAPM?