Consider the following information about Stocks I and II: Rate of Return of State Occurs State of Probability of State of Economy Economy Stock Stock II Recession 25 08 - 23 Normal .45 20 .10 Irrational exuberance .30 .09 .43 The market risk premium is 8 percent, and the risk-free rate is 6 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 return is deviation on Stock Il's return is stock's systematic risk/beta, Stock percent, and the Stock I beta is percent, and the Stock Il beta is is "riskier". The standard Therefore, based on the