In a single-index model, the following table gives the expected returns, alphas (a), standard deviation (o), beta () and firm-specific standard deviation (oc) for the market, the risk-free asset, the three stocks A, B and C, all in annualized terms. Asset E[r] a 0 06 B 1.00 5.0% 30.0% 100.0% B 10.0% -5.0% 10.0% 0.50 40.0% Market 5.0% 20.0% Risk-free 0.0% Find the firm-specific standard deviation of Asset B. 60% 10% OOOO 40% 80%