How can one measure the Unsystematic Risks inherent in a portfolio of securities?

Answer 1

You multiply the weights of each asset in the portfolio by it's return which is the expected return on the portfolio. ie: if you have w1, w2 and w3 percentages of each asset class where,
w1+w2+w3=1, and if ks1, ks2, ks3 there return,
then return to portfolio ks=w1.ks1+w2.ks2+w3.ks3.
Systematic risk of this portfolio is the risk free rate krf.
Then non systematic risk=ks - krf.