The standard deviation of the market$-$index portfolio is $20\%.$ Stock A has a beta of $1\mathrm{.}5$ and a residual standard deviation of $30\%.$ a$.$ What would make a larger increase in the stock's variance: an increase of $\mathrm{.}15$ in its beta or an increase of $3\%($from $30\%$ to $33\%)$ in its residual standard deviation? b$.$ An investor who currenty holds the market$-$index portfolio decides to reduce the portfolio allocation to the market index to $90\%$ and to invest $10\%$ in stock A$.$ Which of the changes in $($a$)$ will have a greater impact on the portfolio's standard deviation.