Consider the following information about Stocks A and B:

State of economy	Probability of State of Economy	Rate of Return on Stock A	Rate of Return on Stock B
Recession	.25	.02	-.25
Normal	.5	.21	.09
Irrational exuberance	.25	.06	.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))

A. The standard deviation on Stock A's return is what percent?

B. The Stock A beta is?

C. The standard deviation on Stock B's return is what percent?

D. The Stock B beta is?

E. Therefore, based on the stock's systematic risk/beta, Stock A or B is riskier?