Suppose your portfolio moves 2% every time the market moves .5%, in the same direction. The current risk-free rate is 2.5% and the Expected Return on the Market is 12%. Given this, if the actual return on your portfolio turns out to be 12.8% and the actual return on the market turns out to be 15%, what is the systematic portion of your unexpected return?

a. .75%

b. 8%

c. 12%

d. -38%