Consider the following information about Stocks I and II: State of Economy Recession Normal Irrational exuberance Rate of Return If State Occurs Probability of State of Economy Stock ! Stock II .15 .05 -.21 .70 .18 .10 .15 .07 .39 The market risk premium is 7 percent, and the risk-free rate is 3.5 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 The standard percent, and the Stock I beta is percent, and the Stock Il beta is deviation on Stock Il's return is Therefore, based on the stock's systematic risk/beta, Stock is riskier