companies named Ocean Cruise (stock C) and Clear Water Energy (stock D) are listed on the CINSE amongst others. The market index and the two companies exhibit the following return profile: CINSE 0.12 Year 2011 2012 2013 2014 020 Ocean Cruise -0.18 -0.01 0.02 0.25 Clear Water Energy 0.43 0.35 0.17 -0.08 -0.06 0.15 The standard deviation of the CINSE (Ocean Cruise, Clear Water Energy) is 0.0981 (0.1531, 0.1959). The covariance of Ocean Cruise (Clear Water Energy) and the CINSE is 0.0011 (0.0026). The risk-free interest rate is 3%. 6.1 (7 points) What are the expected returns of the two stocks according to CAPM? li=+(-t) B: CONSM Bin C t 0.0014 Ocean Mo = 0.03(0.1025 -0,03)-0.14302 0.0981? Clear Mc = 0,6340.1015 -0.03).027016 0,0026 Mo=0.038 0.0981 he= 6.0495 6.2 (7 Points) a) Please determine the systematic and idiosyncratic risk of stock C