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$,\mathrm{.}24,\mathrm{.}055,-\mathrm{.}39],[$Normal$,\mathrm{.}64,\mathrm{.}365,\mathrm{.}31],[$Irrational$,\mathrm{.}12,\mathrm{.}225,\mathrm{.}49],[$exuberance$,,,]]$

The market risk premium is $11\mathrm{.}9$ percent, and the risk$-$free rate is $4\mathrm{.}9$ 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,$F,],[$Standard deviation,$p,\%$