Stock A has a beta of 1.2 and a standard deviation of 25% on its returns. Stock B has a beta of 1.5 and a standard deviation of 20% on its returns. Which stock has the higher systematic risk, and which one has the higher unsystematic risk?
a. A; A
b. A; B
c. B; A
d. B; B
e. B; insufficient information for comparison of unsystematic risks