Portfolio B consists of 15 stocks, 15 of which have beta 1 and unsystematic variance 0.03, and 5 of which have beta 1 and unsystematic variance 0.05. What is the unsystematic variance of B at its minimum point? You should assume that the unsystematic risks of the stocks included in B are independent across stocks. (Hint: the portfolio that minimises the unsystematic variance has equal weights in stocks with the same unsystematic variance.)