Consider the following information about Stocks I and II: Rate of Return if State Occurs Probability of State of Economy Stock 11 State of Economy Recession Normal Irrational exuberance .25 Stock I .05 .20 - 28 .15 .55 .20 48 The market risk premium is 8 percent, and the risk-free rate is 5 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