You estimated a time series regression of the excess returns of stock XYZ on the excess returns of the market, finding beta is 1. Suppose stock XYZ's excess returns have a standard deviation of 50% and the excess market returns have a standard deviation of 25%. According to the CAPM, what is the idiosyncratic volatility of stock XYZ? Pls round your answer to 3 decimal places, e.g., 0.333