Based upon the information that follows for a security measured using Fama-French 3-Factor Model, what are the values for: (i) the security's total risk in standard deviation units (i.e. total volatility); and (ii) the security's systematic variance as % of total security variance ? (Note: you will need to calculate both values, and the response choices below clearly indicate each with a label) JL 1.1 Security Information: Beta to Market factor Beta to SMB factor Beta to HML factor Residual Risk (Std Dev%) 0.26 -0.12 FF3 Model Information: ExpRet% StdDev% Market Factor SMB Factor 2.3 HML Factor (Assume Factor Correlations are 0.0) Risk Free Rate: 0. 01 A. Total volatility = 22.0%, SysVar% = 53.1% OB. Total volatility = 15.0%, SysVar% = 46.9% OC. Total volatility = 15.0%, SysVar% = 68.5% OD. Total volatility = 22.0%, SysVar% = 46.9%