Consider the following information about Stocks I and II: Rate of Return if State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy .15 .55 .30 Stock 1 .12 .17 Stock II .35 .12 .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