Suppose a three-factor model is appropriate to describe the returns of a stock. Information about those three factors is presented in the following chart Factor GDP Inflation Interest rates B Expected Value Actual Value 0007661 $14.094 $14.116 -.97 -.39 31% 5.6% 2 9% 5.4% a. What is the systematic risk of the stock return? (A negatlve answer should be Indlcated by a negatlve slgn. Do not round Intermedlete calculatlons and enter your answer as a percent rounded to 2 declmal places, e.g., 32.16.) Systematic risk of the stock return b. Suppose unexpected bad news about the firm was announced that causes the stock price to drop by 1.4 percent. If the expected return on the stock is 13.1 percent, what is the total return on this stock? (Do not round Intermedlete calculetlons and enter your answer as a percent rounded to 2 declmal places, e.g., 32.16.) Total return of the stock ] %