(Risk analysis) Assume the market portfolio has expected rate of return rm=0.12 and standard deviation m=0.3. The risk-free rate is rf=0.02. There is another stock, a, in the market with a=0.6,am=0.1. (a) Find ra and a. (b) A new asset, b, has the same expected return as a but a standard deviation of b=0.8. What is the idiosyncratic error of b ? (c) Another asset, c, enters the market with c=0.8. What percentage of the risk of c is idiosyncratic