Market Portfolio, And P Is A Portfolio Composed Of 40% Of A And 60... Assume that A and B are two individual stocks, M is the market portfolio, and P is a portfolio composed of 40% of A and 60% of B. With the information in the table, according to the Sharpe's single-index model, answer the following questions: Variable Stock A Stock B Market portfolio M Portfolio P (40% A + 60%B) Expected return 15% 25% 12% ? Sigma of return 20% 40% 25% ? Coefficient beta 0.5 1,2 1 ? a) What is the total risk of Stock A? What is its systematic risk? What is its specific risk? b) What is the total risk of Stock B? What is its systematic risk? What is its specific risk? What is the expected return of Portfolio P? What is its coefficient beta? d) What is the systemic risk of Portfolio P? What is its total risk? e) What conclusion may be made?