Consider the following information about Stocks I and II: Rate of Return if State Occurs State of Probability of Economy State of Stock Stock II Economy Recession .26 .03 -34 Normal .56 .20 14 Irrational .18 .09 54 exuberance The market risk premium is 5 percent, and the risk-free rate is 3 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 Therefore, based on the percent, and the Stock I beta is percent, and the Stock Il beta is is "riskier" The standard deviation on Stock I's return is deviation on Stock Il's return is stock's systematic risk/beta, Stock