Stock Y has a beta of $1\mathrm{.}4$ and an expected return of $15\mathrm{.}3$

percent. Stock Z has a beta of $\mathrm{.}6$ and an expected return of $8\mathrm{.}3$

percent. If the risk$-$free rate is $5\mathrm{.}4$ percent and the market risk

premium is $6\mathrm{.}4$ percent, the reward$-$to$-$risk ratios for stocks Y and

Z are$\_\_\_\_\_\_$ and $\_\_\_\_\_\_\_\_$percent, respectively. Since the SML

reward$-$to$-$risk is $\_\_\_\_\_\_\_$percent, Stock Y is $\_\_\_\_\_\_\_\_$and Stock Z

is$\_\_\_\_\_\_\_\_\_\_.$