Consider the following information about Stocks 1 and it: Rate of Return It State Occurs Probability of State of State of Economy Economy Stock Stock it Recession .15 05 -21 Normal 70 18 10 Irrational exuberance 15 07 39 The market risk premium is 7 percent, and the risk free rate is 35 percent (Do not round intermediate calculations. Enter your standard deviation answers as a percent rounded to 2 decimal places, e.g., 32.16. Round your bets answers to 2 decimal places, e.g., 32.16.) The standard deviation on Stock Is retumis deviation on Stock il's return is stock's systematic risk beta, Stock percent, and the Stock I beta percent, and the Stock il betais 24 The standard Therefore, based on the Is nike