Consider the following information about Stocks I and II: Rate of Return of State Occurs State of Probability of Economy State of Economy Stock I Stock II Recession .30 .10 - 25 Normal 40 .17 .12 Irrational .30 .11 exuberance 45 The market risk premium is 8 percent, and the risk-free rate is 3 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 3.21 percent, and the Stock I beta is 1.26 The standard deviation on Stock Il's return is 27.13 percent, and the Stock il beta is 0.98 Therefore, based on the stock's systematic risk/beta, Stock is "riskler