Consider the following information about Stocks I and II:

$\backslash$table$[[$State of Economy,$\backslash$table$[[$Probability of$],[$State of$],[$Economy$]],\backslash$table$[[$Rate of Return if State$],[$Occurs$]]],[$Stock I,Stock II$],[$Recession$,\mathrm{.}20,\mathrm{.}09,-\mathrm{.}26],[$Normal$,\mathrm{.}60,\mathrm{.}18,\mathrm{.}13],[$Irrational exuberance,$\mathrm{.}20,\mathrm{.}12,\mathrm{.}46]]$

The market risk premium is $5$ percent and the risk$-$free rate is $4$ percent. $($Do not round intermediate calculations. Enter the standard deviations as a percent and round all answers to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

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