Consider the following information about Stocks I and I Rate of Return If State Occurs Stock 1 Stock State of Economy Recession Normal Irrational exuberance Probability of State of Economy 20 55 25 105 20 -22 09 08 42 The market risk premium is 8 percent, and the risk free rate in 6 percent. (Do not round Intermediate calculations. Enter your standard deviation answer os. percent rounded to 2 decimal places, e... 32.16. Round your bets answers to 2 decimal places,... 32.16.) The standard deviation on Stock I's returns deviation on Stock's returns 's systematiskubeta, Stock percent and the Stock I botas percent, and the Stock Il Detais is risicer The standard Therefore, based on the