The following table shows estimates of the risk of two well-known Canadian stocks and their coefficient of determination (R2) to the market: a. What proportion of each stock's risk was market risk, and what proportion was specific risk? (Do not round intermediate calculations. Enter your answers as a percent rounded to the nearest whole number.) b. What is the variance of Toronto Dominion? What is the specific variance? (Use percents, not decimals, in your calculations. Do not round intermediate calculations. Round your answers to 2 decimal places.) c. What is the 95% confidence interval on Loblaw's beta? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places. Enter the lowest value answer first and the highest value answer second in order to receive credit for correct answers.) Confidence interval to d. If the CAPM is correct, what is the expected return on Toronto Dominion? Assume a risk-free interest rate of 3% and an expected market return of 12\%. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Expected return % e. Suppose that next year the market provides a zero return. Knowing this, what return would you expect from Toronto Dominion? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Expected return %