Consider the following information about Stocks I and II: State of EconomyProbability of State of EconomyRate of Return if State OccursStock IStock IIRecession$\mathrm{.}25\mathrm{.}05\mathrm{.}36$Normal$\mathrm{.}45\mathrm{.}20\mathrm{.}08$Irrational exuberance$\mathrm{.}30\mathrm{.}11\mathrm{.}46$ The market risk premium is $8$ 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$.,32\mathrm{.}16.$ Round your beta answers to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$