Suppose a three$-$factor model is appropriate to describe the returns of a stock. Information about the three factors is presented in the

following chart:

a$.$ What is the systematic risk component of the stock return? $($Do not round intermediate calculations. Round the answer to $2$

decimal places.$)$

Systematic risk portion

$|\%$

b$.$ Suppose unexpected bad news about the firm was announced that causes the stock price to drop by $3\mathrm{.}30$ percent. If the expected

return on the stock is $11\mathrm{.}50$ percent, what is the total return on this stock? $($Do not round intermediate calculations. Round the answer

to $2$ decimal places.$)$

Total return

$\%$