If you are using the single index model, and you want to find the variance of the portfolio, you have the following information: the beta of the portfolio is 1.10, and the variance of the market is 0.087, assume that the systematic risk is zero, then the portfolio wariance is a. 0.0894 b. 0.0720 c. 0.0923 d. 0.0625 If you are using the single index model, and you want to find the variance of the portfolio, you have the following information: the beta of the portfolio is 1.10, and the variance of the market is 0.087, assume that the systematic risk is zero, then the portfolio wariance is a. 0.0894 b. 0.0720 c. 0.0923 d. 0.0625