Questions of portfolio management:

Stock X is lying on the SML and its expected return in the market is 15%. Stock Y is 1.5% above the SML and its expected return in the market is 10%. The standard deviation of the market portfolio and Stock X are 14% and 24% respectively. The market price of risk is 7% and the risk-free return is 3%.

Question 1.) What is the beta of Stock X and Stock Y?

Question 2.) What are the systematic risk and unsystematic risk of Stock X?

Question 3.) What are the correlation coefficient and covariance between Stock X and market portfolio?

Question 4.) Assume you are forming a portfolio that comprises 60% in Stock X and 40% in the market portfolio, what are the systematic risk and variance of the portfolio?

Thank you very much!!