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$,\mathrm{.}25,\mathrm{.}020,-\mathrm{.}20],[$Normal$,\mathrm{.}60,\mathrm{.}320,\mathrm{.}12],[$Irrational$,\mathrm{.}15,\mathrm{.}180,\mathrm{.}40]]$

The market risk premlum is $11$ percent, and the risk$-$free rate is $4$ percent.

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

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

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

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

e$.$ Which stock is "riskler"?

$\backslash$table$[[$a$.$ Beta,,$],[$Standard deviation,,$\%$