St.Dev Annualized is 5.57 for CAPM and 3.98 for FF

VYMs idiosyncratic volatility relative to the CAPM is given by the Std. Dev. of Error.

What is VYMs total volatility (rounded to the nearest 0.1%)?

a. 3.89%

b. 5.66%

c. 6.49%

d. 14.18%

e. 15.08%

f. 15.11%

g. 21.21%

h. Cannot be computed without knowing the regressions R squared.