Systematic and unsystematic risk

Assuming market capitalisation weighted portfolio construction process, construct 5 portfolios of your choice to show how diversification changes the value of R2 obtained when regressing portfolio returns on the selected benchmark(S&P 500). What are the expected returns of each of your 5 portfolios? What is the level of systematic and unsystematic risk of each of your 5 portfolios and what is their proportion in the total risk?