The standard deviation of the market-index portfolio is 20%. Stock A has a beta of 1.5 and a residual standard deviation of 30%. a.-1. Calculate the total variance for an increase of.15 in its beta? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Total variance = a-2 Calculate the total variance for an increase of 3% in its residual standard deviation? (1 intermediate calculations. Round your answer to 4 decimal places.) Total variance = b. An investor who currently holds the market-index portfolio decides to reduce the portfolio to the market index to 90% and to invest 10% in stock A. Which of the following chang greater impact on the portfolio's standard deviation? _Increase of 3% in residual standard deviation. Increase of.15 in beta