Suppose a factor model is appropriate to describe the returns on a stock. The current expected return on the stock is $10\mathrm{.}2$ percent. Information about those factors is presented in the following chart:

Factor $\backslash$beta Expected Value Actual Value

Growth in GNP $1\mathrm{.}652\mathrm{.}2\%2\mathrm{.}7\%$

Inflation $1\mathrm{.}334\mathrm{.}44\mathrm{.}9$

a$.$

What is the systematic risk of the stock return? $($Do not round intermediate calculations and enter 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 $20$ percent to $24$ percent. Investors know from past experience that the stock return will increase by $\mathrm{.}50$ percent for every $1$ percent increase in its market share. What is the unsystematic risk of the stock? $($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

c$.$

What is the total return on this stock?