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$,20,\mathrm{.}05,-\mathrm{.}22],[$Normal$,55,20,\mathrm{.}09],[$Irrational exuberance,$25,\mathrm{.}08,\mathrm{.}42]]$

The market risk premlum is $8$ percent, and the risk$-$free rate is $6$ percent. $($Do not round Intermedlate calculations. Enter your standard devlation answers as a percent rounded to $2$ decimal places, e$.$g$.,3216.$ Round your beta answers to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

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