Portfolio information Rate of return if state occurs Portfolio Stock Stocks Stock U Return State of Probability of state economy occurring Boom 0.7 Bust 0.3 E(Ri) Ghi (variance) oi (standard deviation) Wi (portfolio weight) Bi (beta) 3.5% 18.0% 7.85% 0.0044 6.64% 17.0% 4.0% 13.10% 0.0035 5.96% 0.6 1.4 25.0% -12.0% 13.90% 0.0287 16.96% 0.1 0.8 13.75% 6.60% 11.61% 0.0011 3.28% 0.3 0.2 Expected return on the market is 11.5% and T-bills are yielding 2.2% Use the information in the table above to determine which stock has the most total and the the most systemtic risk. Stock_has the most total risk and stock_has the most systematic risk.