Which of the following calculations do not require you to make use of covariances? O a. The equilibrium expected return of a security given the forecasts of market return, this security's return, and the risk-free rate under different states of the world. b. Weights of the risky securities inside the tangency portfolio. c. Weight of the market portfolio inside an individual investor's complete portfolio given her degree of risk aversion and the market price of risk. None of them requires using covariances. o e. Proportion of systematic risk an individual security contains