7.14 14 UT UT ACCUTII State of Economy State of Economy Stock I Recession .21 .050 Normal Irrational .66 .13 .350 .210 exuberance points OCCUTS Stock II -.26 .18 .46 The market risk premium is 11.6 percent, and the risk-free rate is 4.6 percent. a. Calculate the beta and standard deviation of Stock I. Note: Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16. b. Calculate the beta and standard deviation of Stock II. Note: Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16. c. Which stock has the most systematic risk? d. Which one has the most unsystematic risk? e. Which stock is "riskier"? > Answer is complete but not entirely correct. a. Beta Standard deviation 1.92 12.63 %