Stock XYZ has a variance of XYZ$2=25$ and a systematic risk of XYZ$=0\mathrm{.}75.$ If the variance of the market portfolio is M$2=40,$ then the amount of unsystematic risk is $\_\_\_\_?$

a$.2\mathrm{.}5$

b$.0$

c$.30$

d$.15$

e$.-2\mathrm{.}5$