The systematic risk of a stock is quantified by its beta (β). The beta is calculated as:

$\beta = \rho_{im} \times \frac{\sigma_i}{\sigma_m}$

Where:

• $\rho_{im}$ is the correlation between the stock and the market (0.6).
• $\sigma_i$ is the standard deviation of the stock's returns (25%).
• $\sigma_m$ is the standard deviation of the market's returns (15%).

Substituting the values:

$\beta = 0.6 \times \frac{0.25}{0.15} = 1$

Since the beta of the stock equals 1, it indicates that the stock has the same level of systematic risk as the market portfolio. Therefore, the correct answer is B.