Consider the following information on Stocks I and II:

Rate of Return if State Occurs

State of Economy Probability of State of Economy Stock I Stock II

Recession $0\mathrm{.}200\mathrm{.}05-0\mathrm{.}19$

Normal $0\mathrm{.}300\mathrm{.}260\mathrm{.}14$

Irrational exuberance $0\mathrm{.}500\mathrm{.}200\mathrm{.}36$

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

a$-1.$ What is the beta of each stock? $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$

a$-2.$ Which stock has the most systematic risk?

b$-1.$ What is the standard deviation of each stock? $($Do not round intermediate calculations. Enter your answers as a percent rounded to $2$ decimal places.$)$

b$-2.$ Which one has the most unsystematic risk?

c$.$ Which stock is $$riskier$?$