company A expected return = 0.12 std. dev = 0.4 Beta = 1.5 company B expected return = 0.11 std. devation = 0.18 beta = 0.8 risk free rate = 0.01 market return = 0.07

If the correlation coefficient between stock A and the market is 0.75, what is the market price of risk? which stock has a higher proportion of idiosyncratic risk?