Consider the following information about Stocks I and II: Rate of Return If State Occurs Stock II State of Economy Recession Normal Irrational exuberance Probability of State of Economy .30 .45 25 Stock | .05 22 -.30 .10 .50 .05 The market risk premium is 6 percent, and the risk-free rate is 2 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, Stoc v (Click to select) ;"riskier". . The Therefore