Consider the following information on Stocks I and II:

The market risk premium is $8$ percent and the risk$-$free rate is $40\mathrm{.}5$ percent.

a$-1.$ What is the beta of each stock?

Note: Do not round Intermedlate calculations. Round your answers to $2$ decimal places.

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

Stock I

Stock II

b$-1.$ What is the standard deviation of each stock?

Note: Do not round Intermedlate calculations. Enter your answers as a percent rounded to $2$ decimal places.

b$\mathrm{.}2.$ Which one has the most unsystemstic risk?

Stock I

Stock II

c$.$ Which stock is "riskier"?

Stock I

Stock II