Consider the following information about Stock I and II$.$ The risk$-$free rate is $2$ percent. The systematic risk of Stock I is $0\mathrm{.}6.$

Rate of Return

$\backslash$table$[[$State of Economy,Probability,Stock I,Stock II$],[$Recession$,0\mathrm{.}30,0\mathrm{.}04,-0\mathrm{.}15],[$Normal$,0\mathrm{.}60,0\mathrm{.}15,0\mathrm{.}06],[$Irrational exuberance,$0\mathrm{.}10,0\mathrm{.}05,0\mathrm{.}35]]$

What is the systematic risk of Stock II$?$

If you would like to hold a portfolio with systematic risk $0\mathrm{.}35,$ how much should you invest in Stock I and Stock II$,$ respectively?