Consider the following information about Stocks I and II:

$\backslash$table$[[,,,\backslash$table$[[$Rate of Return If State$],[$Occurs$]]],[$State of Economy,Probability of State of$,],[$Recession$,$Economy,Stock I,Stock II$,],[$Normal$,\mathrm{.}15,\mathrm{.}05,-\mathrm{.}21,],[$Irrational exuberance,$\mathrm{.}70,\mathrm{.}18,\mathrm{.}10,],[,\mathrm{.}15,\mathrm{.}07,\mathrm{.}39,]]$

The market risk premium is $7$ percent, and the risk$-$free rate is $3\mathrm{.}5$ 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$.,32\mathrm{.}16.)$

Answer is not complete.

$\backslash$table$[[$The standard deviation on Stock I$\text{'}$s return is$,,$percent, and the Stock I beta is$,,.$ The standard$],[$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$]]$