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			0.02			0.25
Normal		0.50			0.21			0.09
Irrational exuberance		0.25			0.06			0.44

The market risk premium is 7 percent, and the risk-free rate is 4 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

A is riskier.