Consider the following information about Stocks I and II:

State of Economy	Probability of Economy	Rate of Return if State Occurs Stock I	Rate of Return if State Occurs Stock II
Recession	.26	.06	- .21
Normal	.51	.18	.08
Irrational exuberance	.23	.07	.41

The market risk premium is 5 percent, and the risk-free rate is 4 percent. (Do not round intermediate calculations. Enter the standard deviations as a percent and round all answers to 2 decimal places, e.g., 32.16.)

The standard deviation on Stock I's return is (a)_______ percent, and the Stock I beta is (b)_______. The standard deviation on Stock II's return is (c)_______ percent, and the Stock II beta is (d)________ . Therefore, based on the stock's systematic risk/beta, Stock (e)__________ is "riskier".