Good Afternoon, I am doing a homework but I am stuck at those questions:

Under the single factor scenario, a security has a covariance of 476 with the market portfolio. If the standard deviation of the market portfolio is 20, what is the systematic risk, as a proportion of the total risk (measured as variance) if the security has a standard deviation of 28? A. 72.25% B. 27.75% C. 71.4% 48. Under the single factor scenario, a security has a covariance of 476 with the market portfolio. If the standard deviation of the market portfolio is 20, what is the diversifiable risk (measured as variance) if the security has a standard deviation of 28? A. 14.75 B. 217.56 C. 90.63