Consider the following information about Stocks I and II: Rate of Return if State Occurs State of Stock / Stock II Probability of State of Economy .15 .55 Economy Recession Normal Irrational exuberance .35 .12 .17 .12 .30 .06 .33 The market risk premium is 7.5 percent, and the risk-free rate is 4 percent. (Do not round intermediate calculations. Enter the standard deviations as a percent and round all answers to 2 decimal places, e.g., 32.16.) The standard deviation on Stock I's expected return is percent, and the Stock I beta is The standard deviation on Stock Il's expected return is percent, and the Stock Il beta is Therefore, based on the stock's systematic risk/beta, Stock is "riskier