Consider the following information about Stocks I and II: Rate of Return If State Occurs State of Stock I Probability of State of Economy 30 45 Economy Recession Normal Irrational exuberance Stock I 09 16 24 11 25 10 44 The market risk premium is 8 percent, and the risk tree rate is 4 percent. (Do not round intermediate calculations. Enter your standard deviation answers as a percent rounded to 2 decimal places, e.g. 32.16. Round your bets answers to 2 decimal places, e.g., 32.16.) The standard deviation on Stock I's return is deviation on Stock il's return is stock's systematic risk beta, Stock percent, and the Stock I beta is percent, and the Stock Il betais is "risider The standard Therefore, based on the