Please see picture below. The other solutions on Chegg were wrong.

7. Assume the market portfolio has expected rate of return 0.12 and standard deviation 0.3. The risk-free rate is ro 0.02. There is another stock, A, in the market with (Ta 0.6 and parn 0.1. (a) Find and (3a. (b) A new asset, B, has the same expected return as A but a standard deviation of at) 0.8. What is the idiosyncratic error of B? (c) Another asset, C, enters the market with pc 0.8. What percentage of the risk of C is idiosyncratic?