You run a regression of monthly returns of Mapco, an oil-and gas-producing firm, on the S&P 500 Index and come up with the following output for the period 1991-1995. Intercept of the regression = 0.06% X-coefficient of the regression = 0.46 Standard error of X-coefficient = 0.20 R^2 = 5% There are 20 million shares outstanding, and the current market price is $2/share. The firm has $20 million in debt outstanding. (The firm has a tax rate of 36%.) a. What would an investor in Mapco's stock require as a return, if the Treasure bond rate is 6%? b. What proportion of this firm's risk is diversifiable