Consider the following information about Stocks I and II: Rate of Return If State Occurs Stock ! Stock II State of Economy Recession Normal Irrational exuberance Probability of State of Economy 20 .60 .04 .26 - 35 .15 .20 110 .55 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 return is deviation on Stock Il's return is stock's systematic risk/beta, Stock percent, and the Stockbeta is percent, and the Stock Il betais Is riskier The standard Therefore, based on the