Consider the following information about Stocks I and II: Rate of Return If State Occurs Stock I State of Economy Recession Normal Irrational exuberance Probability of State of Economy .30 45 .09 16 Stock 11 -24 11 25 10 .44 The market risk premium is 8 percent, and the risk-free rate is 4 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 Therefore based on 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 betala percent, and the Stock Il beta is is "riskier