Assume that CAPM is an appropriate model for pricing assets in the economy. Consider the following information about the market portfolio and the risk$-$free rate:

E$(R_m)=15\%$

${}_m=20\%$

$R_f=4\%$

Also, assume that the common stock of Squirrel Corporation has E$(R_B)=25\%$ and ${}_B^2=52\%.$

$a.$ What is the systematic variance of the Squirrel$$s common stock?

$b.$ What is the unsystematic variance of the Squirrel$$s common stock?

Round to $3$ decimal places.