Consider the following information about Stocks I and II:

				Rate of Return if State Occurs
State of	Probability of
Economy	State of Economy			Stock I			Stock II
Recession		.26			.03			.34
Normal		.56			.20			.14
Irrational exuberance		.18			.09			.54

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 and round your beta answers to 2 decimal places, e.g., 32.16.)

The standard deviation on Stock I'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".