Consider the following information about Stocks A and B: Rate of Return if State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy 0.30 0.45 0.25 Stock A 0.05 0.22 0.05 Stock B - 0.30 0.10 0.50 The market risk premium is 6 percent, and the risk-free rate is 2 percent. (Round your answers to 2 decimal places. (e.g., 32.16)) The standard deviation on Stock A's return is percent, and the Stock A beta is The standard deviation on Stock B's return is percent, and the Stock B beta Therefore, based on the stock's systematic risk/beta, Stock A riskier