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		.20			.04			.35
Normal		.60			.26			.15
Irrational exuberance		.20			.10			.55

The market risk premium is 5 percent, and the risk-free rate is 4 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 [ (Click to select) II or I ] "riskier".