What is the beta of an efficient portfolio j with E(B) 20% if Rf-5%, E(Rm)-15%, and the standard deviation of the market return is 20%? What is the standard deviation of return of j? What is its correlation with the market? Given the facts in the previous question (for the market data), and that common stock K has E(Rk):-25% and Variance of 52%, what is the systematic risk of the common stock? What is its unsystematic risk