Consider the following information about Stocks I and II: Rate of Return If State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy .20 Stock II Stock .03 28 -20 .05 .45 .35 .04 .38 The market risk premium is 8 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 return is deviation on Stock Il's return is stock's systematic risk/beta, Stock 13.67 percent, and the Stock I beta is 26.82 percent, and the Stock Il beta is is "riskler". 1.23 T 0.52. Therefore, based