Consider the following information on Stocks I and II: The market risk premium is 9 percent and the risk-free rate is 6 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? \begin{tabular}{|l|} \hline Stock I \\ \hline Stock II \\ \hline \end{tabular} 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.)