a$.$ What is the systematic risk of the stock return? $($Do not round intermediate calcul

your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

b$.$ The firm announced that its market share had unexpectedly increased from $30$ perc

Investors know from past experience that the stock return will increase by $\mathrm{.}40pe$

percent increase in its market share. What is the unsystematic risk of the stock

intermediate calculations and enter your answer as a percent rounded to $2$ deci

$32\mathrm{.}16.)$

c$.$ What is the total return on this stock? $($Do not round intermediate calculations

answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

Formulas

Suppose stock returns can be explained by the following three$-$factor model:

$R_i=R_F+{}_1{F}_1+{}_2{F}_2-{}_3{F}_3$