Suppose a factor model is appropriate to describe the returns on a stock. The current expected return on the stock is 12 percent. Information about those factors is presented in the following chart: Factor Expected Value Actual Value 2.19 Growth in GNP Inflation 4.0% 4.5% -1.51 6.2 6.7 a. What is the systematic risk of the stock return? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Systematic risk of the stock % return b. The firm announced that its market share had unexpectedly increased from 38 percent to 42 percent. Investors know from past experience that the stock return will Increase by 80 percent for every 1 percent increase in its market share. What is the unsystematic risk of the stock? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Unsystematic risk of the stock % return c. What is the total return on this stock? (Do not round intermediate calculations and b. The firm announced that its market share had unexpectedly increased from 38 percent to 42 percent. Investors know from past experience that the stock return wil increase by 80 percent for every 1 percent increase in its market share. What is the unsystematic risk of the stock? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Unsystematic risk of the stock return % c. What is the total return on this stock? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Total return on this stock %