The risk-free rate is 3.1 percent and the expected return on the market is 11 percent. Stock A has a beta of 1.2. For a given year, Stock A returned 15.6 percent while the market returned 12.8 percent. The systematic portion of Stock A's unexpected return was _____ percent and the unsystematic portion was _____ percent.

Select one:

a. 2.16; 3.02

b. 2.16; 0.86

c. 3.02; 2.16

d. 3.02; 0.86

e. 0.86; 2.16