The risk-free rate is 3.4 percent and the expected return on the market is 10.8 percent. Stock A has a beta of 1.18. For a given year, stock A returned 13.6 percent while the market returned 11.8 percent. The systematic portion of the unexpected return was _____ percent and the unsystematic portion was _____ percent.

choices:

1.045; 0.207

1.145; 0.126

1.180; 0.288

1.344; 1.443

1.500; 1.449

PLEASE EXPLAIN AND SHOW WORK THANK YOU!