Consider the following information about Stocks I and II: Rate of Return if State Occurs State of Stock I Stock II Economy Recession Normal Irrational exuberance Probability of State of Economy .25 .50 .03 .23 - .32 .12 .25 .07 .52 The market risk premium is 6 percent, and the risk-free rate is 2 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