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 2.10 percent. If the expected return on the stock is 10.30 percent, what is the total return on this stock? (Do not round intermediate calculations. Round the answer to 2 decimal places.) Total return %