Your estimate of the market risk premium is 6%. The risk-free rate of return is 3%, and General Motors has a beta of 1.1. According to the Capital Asset Pricing Model (CAPM), what is its expected return? O A. 9.1% B. 8.2% OC. 7.2% OD 9.6% You expect General Motors (GM) to have a beta of 1.3 over the next year and the beta of Exxon Mobil (XOM) to be 0.9 over the next year. Also, you expect the volatility of General Motors to be 40% and that of Exxon Mobil to be 30% over the next year. Which stock has more systematic risk? Which stock has more total risk? . , OB. GM, GM OC. GM, XOM OD. XOM, GM 8 9 10 11 12 13 14 15 Chok to your Ready MacBook esc 71 # FE 80 73 DOO od 14 13 FS ? 2 # 3 $ 4 % 5 6 & 7 tab Q W E R [ Y