Assume that the CAPM holds. Which of the two stocks has more systematic risk, which stock has more unsystematic risk if you know: E(Ra)=0.065, SD...

Assume that the CAPM holds. Which of the two stocks has more systematic risk, which stock has more unsystematic risk if you know:

E(Ra)=0.065, SD (A)=0.1422, Wa=60% (weight in the portfolio), beta(A)=1.7

E(Rb)=0.03, SD(B)=0.1170, Wb=40% (weight in the portfolio)

rf=0.015

market risk premium=0.03, expected market return=0.066