Consider the following information about Stocks I and II: Rate of Return If State Occurs State of Stock ! Stock | Economy Recession Normal Irrational exuberance Probability of State of Economy 20 .60 .09 .18 -26 .13 20 .12 46 The market risk premium is 5 percent, and the risk-free 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 beta answers to 2 decimal places, e.g. 32.16.) The standard deviation on Stock I's retum is deviation on Stock Ir's return is stock's systematic riskbeta, Stock percent, and the Stock I bota is percent, and the Stock Il betain is riskier The standard Therefore, based on the