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		.30			.10			.25
Normal		.40			.17			.12
Irrational exuberance		.30			.11			.45

The market risk premium is 8 percent, and the risk-free rate is 3 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 II is "riskier".