The standard deviation of the market$-$index portfolio is $20\%.$ Stock A has a beta of $200$ and a residual standard deviation of $30\%.$

Required:

a$.$ Calculate the total variance for an increase of $0\mathrm{.}10$ in its beta. $($Do not round intermediate calculations.$)$

$\backslash$table$[[$Total variance $,0\mathrm{.}6469$