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The following table shows estimates of the risk of two well-known Canadian stocks: a. What proportion of each stock's risk was market risk, and what

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The following table shows estimates of the risk of two well-known Canadian stocks: a. What proportion of each stock's risk was market risk, and what proportion was specific risk? b. What is the variance of the returns for Sun Life Financial stock? What is the specific variance? c. What is the confidence interval on Suncor's beta? d. If the CAPM is correct, what is the expected return on Sun Life? Assume a risk-free interest rate of 4% and an expected market return of 10%. e. Suppose that next year, the market provides a 18% retum. Knowing this, what return would you expect from Sun Life? Complete this question by entering your answers in the tabs below. What is the variance of the returns for Sun Life Financial stock? What is the specific variance? Note: Use percents, not decimals, in your calculations, Do not round intermediate calculations, Round your answers to 1 decimal piace. What is the confidence interval on Suncor's beta? Note: A negative answer should be indicated by a minas sign. Do not round intermediate calculations. Round your answers to 2 decimal places. Enter the lowest value answer fint and the highest value answer second in order to recelve credit for correct answers: f the CAPM is correct, what is the expected retum on Sun Life? Assume a risk-free interest rate of 4% and an expected narket return of 10%. Vote: Do not round intermediate calculations, Enter your answer as a percent rounded to 2 decimal places

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