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2. Assume that CAPM holds. Suppose that the expected return on the market is 7% in 2020 and the standard deviation of market return in 2020 is 12%. Assume that the covariance of Walmart returns with the market is 0.00144, and the covariance of Google return with the market is 0.01512. The standard deviations of Walmart and Google stock return are 6% and 20%, respectively. What proportion of Google's and Walmart's risk (variance) can be diversified away