Consider the following information about stocks I and II

Consider the following information about Stocks I and Il: Rate of Return If State Occurs State of Economy Recession Normal rrational exuberance Probability of State of Economy Stock I 04 26 .10 Stock II .20 .60 .20 -.35 .15 .55 The market risk premium is 5 percent, and the risk-free rate is 4 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 II's return is percent, and the Stock Il beta is Therefore, based on the stock's systematic risk/beta, Stock (Click to select) is "riskier