Assume that CAPM holds. Suppose that the expected return of the market portfolio is $9\%$ and the standard deviation of market return is $13\%.$ Assume that the covariance of Walmart's stock return with the market is $0\mathrm{.}00785$ and the standard deviation of Walmart's return is $7\%.$ What proportion of Walmart$$s risk $($variance$)$ can be diversified away?