Let A and B be two individual stocks, and M be the market portfolio. We construct a portfolio P, which has 70% of A and 30% of B. With the information in the table, answer the following questions based on Sharpe's single-index model. 1. What is the total risk (measured by the variance of return) of Stock A? What is its systematic risk? What is its specific risk? (1 point) 2. What is the total risk (measured by the variance of return) of Stock B? What is its systematic risk? What is its specific risk? What is the percentage of specific risk in total risk for Stock B? (1 point) 3. What is the beta coefficient of Portfolio P? What is its systemic risk? (1 point) 4. What is the specific risk of Portfolio P (with the help of the specific risks of A and B)? What is its total risk? (1 point) 5. What is the percentage of specific risk in total risk for A,B, and P ? What conclusion may be made? ( 1 point)