Consider the following information about Stocks I and II: Rate of Return If State Occurs State of Probability of Economy State of Economy Stock I Stock II Recession .26 .06 .21 Normal . 51 .18 .08 Irrational .23 .07 .41 exuberance The market risk premium is 5 percent, and the risk-free rate is 4 percent. (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g., 32.16. Enter your return answers as a percent. ) The standard deviation on Stock I's return is ______ percent, and the Stock I beta is ______ . The standard deviation on Stock II's return is ______ percent, and the Stock II beta is _______ . Therefore, based on the stock's systematic risk/beta, Stock ______ is "riskier".