R-Squared Beta Stock A 0.18 0.80 Stock B 0.10 1.30 Assuming the market standard deviation is 15%, answer the following: Question 17 1 Point What is the Variance of Stock A? 3.80% 6.56% 8.00% 10.36% Question 18 What is the Firm-Specific Variance of Stock A? 3.80% 6.56% 8.00% 10.36% Question 19 What is the Variance of Stock B? 3.80% 6.56% 34.22% 38.03% Question 20 What is the Systematic Variance of Stock B? 3.80% 6.56% 34.22% 38.03% Question 21 What is the Covariance between Stock A and B? 0.0234 0.0671 0.0905 0.1342 Question 22 What is the Correlation between Stock A and B? 0.0234 0.0671 0.0905 0.1342