Hi! Can someone please help me quickly? thanks!

Suppose that the relevant equilibrium model is the CAPM with unlimited borrowing and lending at a riskless rate of interest. Consider the following assets: Expected Standard Residual Asset Return Deviation Variance A 9.00% 0.7400 0.4576 B 10.00% 0.6200 0.2548 A risk-averse investor with a well-diversified portfolio is considering to add asset A or asset B to his/her portfolio. S/he claims that asset Ais far too risky with a standard deviation that is high relative to that of B, while its expected return is lower than that of B. How would you address this concern? Level of Systematic risk for asset Ais A give the answerr in three decimal places example 0.124). The level of systematic risk for asset B is A (give the answer as follows 0.124)