Consider the following information about Stocks I and II: Rate of Return If State Occurs Probability of State of Economy Stock State of Economy Recession Normal Irrational exuberance 20 05 Stock II -22 .09 .55 20 .25 .42 The market risk premium is 8 percent, and the risk-free rate is 6 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 0.14 percent, and the Stock I beta is The standard deviation on Stock Il's return is 11.05 percent, and the Stock Il beta is 0.06 Therefore, based on the stock's systematic risk/beta, Stock II is "riskier