Consider the following for returns of Stock A and B

State of economy Recession Probability 0.20 Stock A -0.020 Stock B. 0.034

Normal Probability 0.50 Stock A 0.138 Stock B. 0.062

Boom Probability 0.30 Stock A 0.218 Stock B 0.092

The market return is 12% the risk free rate is 5% assuming CAPM holds the market is in equilibrium the forecast E(r)= required E(R)

Which stock has more total risk which stock has more systametic risk explain your answers