With the clean decomposition of variance in the framework of a single index model, we have discussed various relationships among rho (the correlation coefficient), the beta, the market return standard deviation, the systematic risk, the individual stock standard deviation representing total risk, and the firm-specific standard deviation. Suppose for stock ABC, the standard deviation representing its firm specific risk is 30%, and the standard deviation representing its total risk is 50%, what is the standard deviation representing its systematic risk?