Consider the following information about Stocks I and II:

$\backslash$table$[[,\backslash$table$[[$Rate of Return if State$],[$Occurs$]]],[$State of Economy,$\mathrm{.}26,,],[$Recession$,\mathrm{.}56,\mathrm{.}03,-\mathrm{.}34],[$Normal$,\mathrm{.}18,\mathrm{.}09,\mathrm{.}14],[$Irrational exuberance,,$\mathrm{.}09,]]$

The market risk premium is $5$ percent, and the risk$-$free rate is $3$ percent. $($Do not round intermediate calculations. Enter your standard deviation answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$ Round your beta answers to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

$\backslash$table$[[$The standard deviation on Stock I$\text{'}$s return is$,,$percent, and the Stock I beta is$],[$deviation on Stock II's return is$,$percent, and the Stock II beta is$,],[$stock$\text{'}$s systematic risk$/$beta$,$ Stock,is "riskier".,Therefore, based on the$]]$