You have estimated the single index model (SIM) for Fund B and found that its alpha and beta are 4% and 1.2 respectively. The standard deviation of Fund B's excess returns is 30% and the market portfolio excess returns have a standard deviation of 20%. What's the idiosyncratic (unsystematic) volatility of Fund B's excess returns? Select one: A. None of the choices are within 0.01 of the correct answer. B. 0.18 C. 0.21 D. 0.155 E. 0.23