The index model is estimated for the following stock. Stock: A Expected Return: 13% Beta: 0.8 Firm-specific standard deviation: 30%

The market index has an expected return of 10% standard deviation of 22%. The risk-free rate is 4%. What is the standard deviation of stock A? **Note** Please answer in percentage points and accurate to the hundredth. For example, if your answer is 70.4321%, you should type in 70.43. What is the systematic variance? (Enter accurate to four decimals, ie 0.0061)