Stock $Y$ has a beta of $1\mathrm{.}4$ and an expected return of $15\mathrm{.}2$ percent. Stock $Z$ has a beta of $0\mathrm{.}7$ and an expected return of $9\mathrm{.}1$ percent. If the risk$-$free rate is $5\mathrm{.}4$ percent and th

$\backslash$table$[[$market risk premium is$,$eward$-$to$-$risk ratios for,,and,percent, respectively. Since the SML$],[$reward$-$to$-$risk ratio is$,$percent, Stock $Y$ is$,$and Stock $Z$ is$,,]]$

Note: Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$