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Consider the following information about Stocks A and B: Rate of Return if State Occurs State of Probability of Economy State of Economy Stock A

Consider the following information about Stocks A and B:

Rate of Return if State Occurs
State of Probability of
Economy State of Economy Stock A Stock B
Recession 0.25 0.08 0.23
Normal 0.45 0.20 0.10
Irrational exuberance 0.30 0.09 0.43

The market risk premium is 8 percent, and the risk-free rate is 6 percent. (Round your answers to 2 decimal places. (e.g., 32.16))

The standard deviation on Stock A's return is? percent, and the Stock A beta is ? The standard deviation on Stock B's return is ? percent, and the Stock B beta is? . Therefore, based on the stock's systematic risk/beta, Stock (Click to select)BA is "riskier".

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