The following var-cov matrix of market index M, stock S, and…

The following var-cov matrix of market index M, stock S, and stock B:            |      M           S              B          M |     0.1        0.04        0.05          S  |                  0.2           0.06        B  |                                  0.3      Investor K invests $5,000 in Portfolio K with $500 in S and $4,500 in B.  Calculate the total risk of Portfolio K, the systematic risk of Portfolio K, and the unsystematic risk of Portfolio K.