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Consider the following information on Stocks I and II: The market risk premium is 1 1 . 6 percent, and the risk - free rate

Consider the following information on Stocks I and II:
The market risk premium is 11.6 percent, and the risk-free rate is 4.6 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.,32.16.
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.,32.16.
c. Which stock has the most systematic risk?
d. Which one has the most unsystematic risk?
e. Which stock is "riskier"?
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