Question: Factor Beta of Factor Expected Value %) Actual Value (%) Growth in GNP 204 3.5 48 Interest Rates -19 14 152 Stock Return 10 a)

Factor Beta of Factor Expected Value %) Actual Value (%) Growth in GNP 204 3.5 48 Interest Rates -19 14 152 Stock Return 10 a) What is the systematic risk of the stock return? b) The firm announced that its market share nad unexpectedly increased from 23% 10 27% Investors know from their past experience that the stock return will increase by 0.36% peran increase of 1% in its market share What is the unsystematic nsk of the stock c). What is the total return on this stock

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