Systematic versus Unsystematic Risk

$[$ LO$3]$ Consider the following

information about Stocks I and II:

$\backslash$table$[[\backslash$table$[[$State of$],[$Economy$]],\backslash$table$[[$Probability$],[$of$],[$State of$],[$Economy$]],\backslash$table$[[$Rate of$],[$Return if$],[$State Occur$]]],[\backslash$table$[[$Stock$],[$I$]],],[$ecession$,15,\mathrm{.}05,-\mathrm{.}21],[$ormal$,\mathrm{.}70,18,11],[\backslash$table$[[$rrational$],[$exuberance$]],\mathrm{.}15,\mathrm{.}07,\mathrm{.}3]]$

The market risk premium is $7$ percent, and the risk$-$free rate is $3\mathrm{.}5$ percent. Which stock has the most systematic risk? Which one has the most unsystematic risk? Which stock is "riskier"? Explain.