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		.28			.05			?.20
Normal		.53			.17			.07
Irrational exuberance		.19			.06			.40

The market risk premium is 8 percent, and the risk-free rate is 2 percent. (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g., 32.16. Enter your return answers as a percent. )

The standard deviation on Stock I'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's systematic risk/beta, Stock (I or II) is "riskier".