Consider the following information about Stocks I and I: Rate of Return If State Occurs State of Probability of State of Economy Stock I Stock II Economy 30 Recession 09 -24 Normal Irrational exuberance .45 16 11 .25 10 44 The market risk premium is 8 percent, and the risk-free rate is 4 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 beta answers to 2 decimal places, e.g., 32.16.) The standard deviation on Stock I's retum is percent, and the Stock I beta is The standard deviation on Stock Il's return is percent, and the Stock II beta is Therefore, based on the stock's systematic risk/beta, Stock is "riskier