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 .20 .09 -26 .60 .18 .13 .20 .12 .46 The market risk premium is 5 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 The standard deviation on Stock Il's return is percent, and the Stock I beta is percent, and the Stock Il beta is is "riskier". Therefore, based on the stock's systematic risk/beta, Stock