21. (4 points) Use INFORMATION V on stocks I and II: The market risk premium is 8 percent, and the risk-free rate is 3.6 percent. The beta of stock I is BLANK and the beta of stock II is BLANK A. 2.08; 2.47 B. 2.08; 2.76 C. 3.21; 3.84 D. 4.47; 3.89 E. 4.03; 3.71 State of Economy Information V Probability of State of Economy Returns if State Occurs Stock II Boom Normal Wow 0.06 0.69 0.25 Stock I 0.15 0.35 0.43 -0.35 0.35 0.45