URGENT!!!

calculate systematic risk

You are given the following information in the table below for security A, B and C. The market portfolio has a standard deviation of return at 18%.

Security i	i	E(Ri)	(ei)
A	0.9	6%	22%
B	0.6	7%	8.5%
C	1.7	9%	18%

Calculate the systematic risk for security A, B and C respectively. (3 marks)

Interpret the e_i and (e_i) (2 marks)

Which security has the highest Treynor ratio? (2 marks)