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Assume that security retums are generated by the single-index model. Ri=ai+aiAA+ei Where Ai is the excess retum for security land A4 Is the market's excess retum. The risk-free rate is 2%. Suppose also that there are three securities A,B, and C, characterized by the following data: 0. If oy y = 20K, calculate the variance of retums of securities A. B, and C. (Do not round intermediote calculations. Round your onswers to the nearest whole number.) b. Now assume that there are an infinle number of assets with return characteristics identical to those of A, B, and C, respectively. What will be the mean and variance of excess returns for securlies A,B, and C ? (Enter the variance answers os a percent squared and mean as a percentage. Do not round intermediote colculations. Round your answers to the nearest whole number.)