Consider the following information on Stocks I and II:

The market risk premium is $11\mathrm{.}1$ percent, and the risk$-$free rate is $4\mathrm{.}1$ 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$.,32\mathrm{.}16.)$

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$.,32\mathrm{.}16.)$

c$.$ Which stock has the most systematic risk?

d$.$ Which one has the most unsystematic risk?

e$.$ Which stock is "riskier"?