Suppose that the risk-free rate r;= 0.03, the expected market return im = 0.11, and the market volatility Om = 0.16. Stock A has beta = 1.2 and diversifiable risk on = 0.08. Stock B has beta = 0.8 and 0e = 0.03. Stock C has beta = 1.5 and 0 = 0.1. Consider a portfolio P which is 45% in Stock A, 25% in Stock B, and 30% in Stock C. (a) Find the value of beta for this portfolio. (b) Assuming CAPM, find the portfolio's expected return up. (c) Find the standard deviation of the portfolio's systematic (or mar- ket) risk. (d) Find the standard deviation of the diversifiable risk of P. (You may assume that the diversifiable risks of A,B, and C are uncorrelated.)