Consider the following information on Stocks I and II:

$\backslash$table$[[,$Probability of$,$Rate of Return if State Occurs,$],[$State of Economy,State of Economy,Stock I,Stock II$],[$Recession$,\mathrm{.}20,\mathrm{.}010,-\mathrm{.}30],[$Normal$,\mathrm{.}55,\mathrm{.}320,\mathrm{.}22],[$Irrational$,\mathrm{.}25,\mathrm{.}180,\mathrm{.}40]]$

The market risk premium is $11$ percent, and the risk$-$free rate is $4$ 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,$\%$