Consider the following information on Stocks I and II:

The market risk premium is $11\mathrm{.}5$ percent, and the risk$-$free rate is $4\mathrm{.}5$ percent.

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

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

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

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

e$.$ Which stock is "riskier"?

Answer is complete but not entirely correct.