The variance of the remains of securities A & B equals to 0.18 and 0.2 respectively. The coefficient of the securities A and B is 1.2 and 0.8. Taking into consideration that the standard deviation of the market portfolio is 15% . What is the contribution percentage of systematic risk of each security? Solve and choose one of the below answers.

a. 15.25% and 6.72%

b. 9% and 4.5%

c. 15.25% and 5.25%

d. 84.75% and 55.97%