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 .22 .020 .32 Normal .57 .330 .24 Irrational exuberance .21 .190 .42 The market risk premium is 11.2 percent, and the risk-free rate is 4.2 percent. 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., 32.16. 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., 32.16. Which stock has the most systematic risk? Which one has the most unsystematic risk? Which stock is riskier?