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