PLEASE SHOW ME YOUR PROCESS AND ANSWER

ALSO (IMPORTANT), the answer need to be in percent squared!!!!!!!!!!! WHAT IS PERCENT SQUARED FORMAT???

Assume that security returns are generated by the singleindex model, Rf = a1-+ By+ 51' where R1- is the excess return for security _r and Rgis the market's excess return. The riskfree rate is 3%. Suppose also that there are three securities A, B, and C, characterized by the following data: Security 31' EGG-,3 0651') A 0.5 13% 26% .3 0.9 17 12 C 1.3 21 21 [ a. If 0H: 25%, calculate the variance of returns of securities A, El, and C. Security A Security B Security C b. Now assume that there are an innite number of assets with return characteristics identical to those of A, B, and C, respectively. What will be the mean and variance of excess returns for securities A, B, and C? {Enter the vatiance answers as a percent squared and mean as a percentage. Do not round intermediate calculations. Round your answers to the nearest whole number.) Mean Variance Security A Security B Security C