why choose B for the question 45 and why choose B for question 46, please show the calculation process. Thanks!

45. An index model has been estimated for Stocks A and B, with the following results: R =0.025+0.80RM +eA RR 3 0.010+ R + It is also known that o(R,)=0.23, o(RB)=0.30 and o(R/)=0.22. Which of the following assets has the highest idiosyncratic volatility? Stock A a. b. Stock B An equally-weighted portfolio of A and Be d. The market index (M) Cannot be determined from the information provided. C. . 46. The table below provides estimated features of Stock UOM and the market index. Probability*Return on Stock UOMe Return on Market Index* State 1 50% -4% 1%e State 2 50% 20% 16% The risk-free rate is 3.5%. What is the beta of Stock UOM? 0.625 a. b. 1.64 0.9 C. d. 0.941 None of the abovee e