Suppose that the Capital Asset Pricing Model (CAPM) holds. The market portfolio has an expected return of 12% and a standard deviation of 30%. The risk free rate is 2%. Stock A has a standard devlation of 60% and a correlation coefficient with the market of 10%. a. What are the expected return and beta for stock A? b. A new asset B has the same expected return as A but a standard deviation of 80%. What is the idiosvncratic variance of stock B