The standard deviation of the market index portfolio is 20%. Stock A has a beta of 2.80 and a residual standard deviation of 30% a. Calculate the total variance for an increase of 0.25 in its beta. (Do not round intermediate calculations. Round your answer to 4 decimal places.) Total variance b. Calculate the total variance for an increase of 8.54% in its residual standard deviation. (Do not round intermediate calculations. Round your answer to 4 decimal places.) Total variance