Consider the following information on Stocks I and II:

$\backslash$table$[[,\backslash$table$[[$Probability of$],[$State of Economy$]],$Rate of Return if State Occurs$],[$Recession$,\mathrm{.}28,$Stock I,Stock II$],[$Normal$,\mathrm{.}63,\mathrm{.}035,-\mathrm{.}23],[$Irrational$,\mathrm{.}09,\mathrm{.}335,\mathrm{.}15],[$exuberance$,,\mathrm{.}195,\mathrm{.}43]]$

The market risk premium is $11\mathrm{.}3$ percent, and the risk$-$free rate is $4\mathrm{.}3$ percent.

a$.$ Calculate the beta and standard deviation of Stock I.

Note: Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

b$.$ Calculate the beta and standard deviation of Stock II$.$

Note: Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

c$.$ Which stock has the most systematic risk?

d$.$ Which one has the most unsystematic risk?

e$.$ Which stock is "riskier"?

$\backslash$table$[[$a$.$ Beta,,$],[$Standard deviation,,$],[$b$.$ Beta,,$],[$Standard deviation,,$],[$c$.$ Most systematic risk,,$],[$d$.$ Most unsystematic risk,,$],[$e$.$ "Riskier" stock,,$]]$