Consider the following information about Stocks I and II: Rate of Return if State Occurs Probability of State of State of Economy Economy Stock Stock II Recession 25 02 - 33 Normal .45 30 13 Irrational exuberance .30 .08 The market risk premium is 8 percent, and the risk-free rate is 5 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... 32.16.) 53 The standard deviation on Stock '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 beta is is "riskler The standard Therefore, based on the