Consider the following data relating to macroeconomic variables and the returns on a stock, ErGas, Inc. evaluated using the Arbitrage Pricing Theory model of risk premiums: Table: Data on key economic variables and the return on a stock Factor Expected value (annual rate) at quarter beginning Actual value (annual rate) experienced Factor excess return beta coefficient for ErGas Inc If the T-Bill interest rate was 1.5% at the beginning of the quarter, what was the expected return on ErGas Inc. over the previous quarter? What is the expected return over the next quarter if the T-Bill rate is now 1.8%? Suppose the actual return on ErGas Inc. stock over the previous quarter was 21.4%. What do you infer was the unsystematic component of that return