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Consider the following information about Stocks I and II: State of Economy Probability of State of Economy Rate of Return if State Occurs Stock I

Consider the following information about Stocks I and II:
State of Economy Probability of State of Economy Rate of Return if State Occurs
Stock I Stock II
Recession .30.08.27
Normal .45.19.14
Irrational exuberance .25.13.47
The market risk premium is 8 percent, and the risk-free rate is 6 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.)
Beta of stock I and II: ?
Standart deviation of stock I and II: ?
Which one is riskier: ?

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