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$,0\mathrm{.}20,0\mathrm{.}05,-0\mathrm{.}19],[$Normal$,0\mathrm{.}30,0\mathrm{.}26,0\mathrm{.}14],[$Irrational$,0\mathrm{.}50,0\mathrm{.}20,0\mathrm{.}36]]$

The market risk premium is $9$ percent and the risk$-$free rate is $4$ percent.

What is the standard deviation of each stock?