Could anyone solve part f) please, thank you.

You are in an economy where the assumptions of the single factor model hold. The estimates of the single index model for the stocks of CNR and TD are presented below: Stock CNR TD Intercept 0.04 -0.03 Beta 0.6 0.9 R-squared 20% 15% The S&P/TSX index was used as a proxy for the market index to obtain these results and the parameter estimates were obtained using the excess returns (i.e., risk premia) of each stock. The standard deviation of the S&P/TSX index is om = 0.30 and the T-bill rate is 2%. a) What is the standard deviation of each stock? [2 marks] b) Break down the variance of each stock into its systematic and idiosyncratic (i.e., firm-specific) components. (4 marks] c) What is the covariance and correlation coefficient between the two stocks? [2 marks] d) What is the covariance between each stock and the S&P/TSX index? [2 marks] e) Are the intercepts of the two regressions consistent with the CAPM? Why? (Provide a clear explanation). [4 marks] f) If the regression results presented in the table above had been obtained using total returns rather than excess returns (i.e., risk premia), what would be the regression intercept for each stock? (Hint: Write down the SCL equation, solve for 11, and get the constant terms.) [3 marks] g) You are now presented with the following portfolios based on the stocks of CNR an TD described above (Hint: Notice that portfolio B can be seen as a portfolio that has a weight of 0.5 on portfolio A, 0.3 on the S&P/TSX index, and 0.2 on T-bills): Portfolio CNR 0.60 0.30 A B Weights S&P/TSX index 0 0.30 TD 0.40 0.20 T-bills 0 0.20 i. What is the covariance between each portfolio and the S&P/TSX index? [2 marks] What is the standard deviation of each portfolio? [2 marks] Break down the variance of each portfolio into its systematic and idiosyncratic components. [4 marks]