Suppose a factor model is appropriate to describe the returns on a stock. The current expected return on the stock is 10.5 percent Information about those factors is presented in the following chart: Expected Value Actual Value Factor Growth in GNP Inflation 1.74 2.5% 3.0% -136 4.7 5.2 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.) b. The firm announced that its market share had unexpectedly increased from 23 percent to 27 percent. Investors know froin past experience that the stock return will increase by 65 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.) 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.) a. Systematic risk of the stock return b. Unsystematic risk of the stock return Total return on this stock % C. %