If the covariance between the excess return of stock A and the market excess return is $0\mathrm{.}015,$ the standard deviation of the market excess return is $0\mathrm{.}12,$ and the standard deviation of the excess return of stock A is $0\mathrm{.}35,$ what is the idiosyncratic volatility? What fraction of the total risk $($variance$)$ comes from the systematic risk $($variance$)?$ Do you recommend holding this stock? Why?