$11)$ You expect General Motors $($GM$)$ to have a beta of $1\mathrm{.}5$ over the next year, and the beta of

Exxon Mobil $($XOM$)$ to be $1$ over the next year. Also, you expect the volatility $($i$.$e$.$ the standard

deviation of returns$)$ of GM to be $40\%,$ and that of XOM to be $60\%$ over the next year. Which

stock has more systematic risk? Which stock has more total risk?

A$)$ GM$,$ XOM

B$)$ XOM, GM

C$)$ GM$,$ GM

D$)$ XOM, XOM