Consider the following information about Stocks I and II: Rate of Return If State Occurs Probability of State of Economy Stock II State of Economy Recession Normal Irrational exuberance .30 -.30 .45 25 Stock .05 22 .05 .10 .50 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 standard deviation on Stock Il's return is based on the stock's systematic risk/beta, Stock percent, and the Stock I beta is percent, and the Stock II beta is (Click to select) is "riskier". . The . Therefore