Consider the following information on Stocks I and II: The market risk premium is 9 percent, and the risk-free rate is 6 percent. What is the beta of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Which stock has the most systematic risk? Stock I Stock II What is the standard deviation of each stock? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) Stock I Stock II Which one has the most unsystematic risk? Stock I Stock II Which stock is "riskier"? Stock I Stock