Stock A has a beta of 1.2 and a standard deviation of 25% on its returns. Stock B has a beta of 1.5 and a standard deviation of 20% on its returns. Which stock has the higher systematic risk, and which one has the higher unsystematic risk?

Select one:

a.A; A

b.A; B

c.B; A

d.B; B

e.B; insufficient information for comparison of unsystematic risks