Consider the following information about Stocks I and I Rate of Return ir State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy 30 45 25 Stock 05 22 05 Stock II - 30 10 50 The market risk premium is 6 percent, and the risk-free rate is 2 percent. (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g. 32.16. Enter your return answers as a percent.) The standard deviation on Stock I's return is percent, and the Stock I beta is The standard deviation on Stock Il's return is percent, and the Stock Il betais Therefore, based on the stock's systematic risk/beta, Stock Click to select) is "riskier