Consider the following information about Stocks I and II: Rate of Retail State Occurs Statoo Stock! Stock Probability or State of Economy 28 53 Economy Recession Normal Irrational exuberance 05 17 20 07 19 06 40 The market risk premium is 8 percent, and the risk free rate is 2 percent (Do not round Intermediate calculations. Enter your standard deviation answers as a percent rounded to 2 decimal places, eg.. 32.16. Round your beta answers to 2 decimal places, e.g.. 32.16.) The standard The standard deviation on Stock I's retum is deviation on Stock il's return is block's systematic riski/beta, Stock percent, and the Stock I betais percent, and the Stock Il beta is is riskier Therefore, based on the