The standard deviation on Stock I's return is ____ percent

The Stock I beta is ____ T

he standard deviation on Stock II's return is ___percent

The Stock II beta is ___

Therefore, based on the stock's systematic risk/beta, which stock is "riskier"?

Consider the following information about Stocks I and II: Rate of Return If State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy .30 .45 .25 Stock .09 Stock II -.24 .16 .11 .10 .44 The market risk premium is 8 percent, and the risk-free rate is 4 percent. (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g., 32.16. Enter your return answers as a percent. )