Consider the following information about Stocks I and II:eBookProbability ofState of EconomyState of EconomyRate of Return If StateOccursStock IStock IIRecession$0\mathrm{.}150\mathrm{.}02-0\mathrm{.}25$Normal$0\mathrm{.}700\mathrm{.}210\mathrm{.}09$Irrational exuberance$0\mathrm{.}150\mathrm{.}060\mathrm{.}44$The market risk premium is $7\%,$ and the risk$-$free rate is $4\%.($Do not round intermediate calculations. Round the final answers to $2$ decimal places.$)$The standard deviation on Stock I$\text{'}$s return is $\%,$ and the Stock Il beta is$\%,$ and the Stock I beta isThe standard deviation on Stock Il's return isTherefore, based on the stock's systematic risk $/$ beta, Stock $($Click to select$)$ ~ is "riskier".