Consider the following information about Stocks I and II: Rate of Return if State Occurs State of Economy Probability of State of- Economy Stock I Stock II Recession .25 .06 -.29 Normal .45 .21 .09 Irrational exuberance .30 .15 .49 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 II's return is stock's systematic risk/beta, Stock percent, and the Stock I beta is The standard percent, and the Stock II beta is is "riskier". Therefore, based on the