Please help me solve a, b, c, and d

4. (Single index model; beta; residual variance) Assume the single-index model holds. The variance of return on the market portfolio is 0.04. Stocks A and B have the following characteristics: Stock Beta Residual variance A 1.2 B 1.6 0.032 0.0272 (a) Calculate the standard deviation (%) of return of stock A. (b) Calculate the standard deviation (%) of return of stock B (c) Find the value of Coy RA, RB. (d) Find the variance of return on an equally weighted portfolio formed by stocks A and B. 4 (a) 30%, (b) 36% (c) 0.0768 (d) 0.0933