The risk-free rate is 5.4% and the expected return on the market is 11.2%. Stock A has a beat of 1.3. For a given year, Stock A returned 14.8% while the market returned 12.7%. The systematic portion of the return was ________ and the unsystematic portion was _________.
A) 1.95%; -0.09%
B) 2.85%; 1.07%
C) 3.27%; 1.03%
D) 2.47%; -1.67%
E) 2.25%; 1.23%

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The Answer of The risk-free rate is 5.4% and the expected return on the market is 11.2%. Stock A has a beat of 1.3. For a given year, Stock A returned 14.8% while the market returned 12.7%. The systematic portion of the return was ________ and the unsystematic portion was _________.
A) 1.95%; -0.09%
B) 2.85%; 1.07%
C) 3.27%; 1.03%
D) 2.47%; -1.67%
E) 2.25%; 1.23%

The Risk-Free Rate Is 5