Consider the following information on Stocks I and II:

State of Economy	Probability of State of Economy	Rate of Return if State Occurs
		Stock I	Stock II
Recession	.27	.030	.22
Normal	.62	.330	.14
Irrational exuberance	.11	.190	.42

The market risk premium is 11.2 percent, and the risk-free rate is 4.2 percent.
a.	Calculate the beta and standard deviation of Stock I. (Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.)
b.	Calculate the beta and standard deviation of Stock II. (Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.)
c.	Which stock has the most systematic risk?
d.	Which one has the most unsystematic risk?
e.	Which stock is riskier?