Consider the following information on Stocks I and II:

$\backslash$table$[[,$Probability of State of$,$Rate of Return if State Occurs,$],[$State of Economy,Economy,Stock I,Stock II$],[$Recession$,\mathrm{.}15,\mathrm{.}05,-\mathrm{.}21],[$Normal$,\mathrm{.}70,\mathrm{.}18,\mathrm{.}10],[$Irrational$,\mathrm{.}15,\mathrm{.}07,\mathrm{.}39],[$exuberance$,,,\mathrm{.}37]]$

The market risk premium is $7$ percent, and the risk$-$free rate is $3\mathrm{.}5$ percent.

a$.$ Calculate the beta of each stock.

Note: Do not round intermediate calculations and round your answers to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

b$.$ Calculate the standard deviation of each stock.

Note: Do not round intermediate calculations and enter your answers as a percent rounded 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"?