Perevry Stock B Proportion 30% Covariance with Market 0.08 (a) 0.12 C 45% 0.15 a. The proportion of Stock B should be b. The market portfolio's standard deviation is (Note: Round to two decimal places.) (1 mark) c. According to the single-factor model (the market model), the total risk (variance) of Stock A should be if the unsystematic risk (variance) is 0.06. (Note: Round to two decimal places). (1 mark) %. (1 mark)