You estimate the market model for stocks i and j, using monthly returns. rirf=0.5%+1.13rmrf+ei rjrf=1.3%+0.7rmrf+ej Also m=13% (the standard deviation of the market excess return), e,i=12%,e,j=17%. If we draw Security Characteristic Lines (SCL) of stock i and stock j, what are the intercept and slope of each SCL? (2) What is the systematic risk of stock i and stock j respectively? (2) What is the firm specific risk (namely unsystematic risk) of stock i and stock j respectively? (6) What is the total risk of stock i and stock j respectively? (6) What fraction of stock i's total variance can be diversified? What fraction of stock j's total variance can be diversified? (6) What is the covariance and correlation between stocks i and j? (6)