1) 1) The risk-free rate is 3.0 percent and the expected return on the market is 9 percent. Stock A has a beta of 1.20. For a given year, Stock A returned 12.5 percent while the market returned 9.75 percent. The systematic portion of Stock A's unexpected return was percent and the unsystematic portion was percent. A) 1.11, 2.3 B) 1.4, 0.9 C) 0.9, 1.4 D) 0.9, 2.3 2) Which one of the following stocks has the highest expected risk premium? 2) Stock Standard deviation Reta