Q$10$ Use the following information to answer the next two questions:StateProbRARBBoom$03040\%-20\%$Normal$0\mathrm{.}403010$Bust$0\mathrm{.}301232$In addition, we have the following information: E$($RA$)=27\mathrm{.}60\%,$ E$($R$)=7\mathrm{.}60\%,$ A $=11\mathrm{.}02\%$; OB $=20\mathrm{.}23\%$; A$,$ B $=-214\mathrm{.}56($or $-0\mathrm{.}021456),$ PA$.$ B $=-0\mathrm{.}9624$ RF $=6\%,$ RM $=16\%,$BA $=2\mathrm{.}16$ and BB $=0\mathrm{.}16.$The standard deviation of a portfolio, P $40\%$ of which is in asset A and $60\%$ in asset B isO $2\mathrm{.}49\%14\mathrm{.}70\%$O $7\mathrm{.}99\%$O $16\mathrm{.}55\%$O $6\mathrm{.}21\%$Q$11$ Assume that the correct answer to the above question is $1034\%,$ the benefit of diversification in portfolio, P isO $7\mathrm{.}20\%23\mathrm{.}14\%1563\%6\mathrm{.}21\%.-214\mathrm{.}56$Q$1$ The beta of a common stock is a measure ofThe unsystematic risk of the stock The systematic risk of the stock$$ The standard deviation of the stock The idiosyncratic risk of the stock