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If expected market return is 5% and the risk free rate is 2%, which of the two stocks has a higher systematic risk? Dont mind

If expected market return is 5% and the risk free rate is 2%, which of the two stocks has a higher systematic risk? Dont mind the answer I selected!
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Consider the following information about stocks and it: State of Economy Probability of the state Returns if state occurs Stocki Boom Stock 0.2 10% Normal -9% 05 6% Bust 7% 03 3% 12 I expected market return is 5% and the risk free rate is 2%, which of the two stocks has a higher systematic risk? A stock B. Stock OC Equal systematic risk D.Can not be determined based on the given information

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