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 the standard deviations as a percent and round all answers to 2 decimal places, e.g., 32.16.)

Standard Deviation on Stock I's Expected Return is=

Stock I Beta is =

The Standard Deviation on Stock II's expected return is=

Stock II beta is=