Consider two portfolios:

Portfolio $1$ has two stocks:

Stock A has a standard deviation of $15\%$ per year with an expected return of $11\%$ per year, and Stock B has a standard deviation of $21\%$ per year

with an expected return of $15\%$ per year. The correlation between Stock A and Stock B is $\mathrm{.}30.$ You have $1\mathrm{.}5$ times as much of Stock B as you do of Stock A$.$

Portfolio $2$ has two stocks:

Stock C has a standard deviation of $24\%$ per year with an expected return of $11\mathrm{.}1\%$ per year, and Stock D has a standard deviation of $16\%$ per year

with an expected return of $14\%$ per year. The correlation between Stock C and Stock D is $\mathrm{.}30.$ You have $4$ times as much of Stock D as you do of Stock C$.$

I. What are your portfolio standard deviations? $($round to the nearest $0\mathrm{.}1$ percent$)$

II$.$ Which portfolio exposes you to more risk per unit of return? $($round to three decimal places$)$