Consider the following information about Stocks I and II: The market risk premium is 5 percent, and the risk-free rate is 4 percent. (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g., 32.16. Enter your return answers as a percent.) the standard deviation on stock it percent, and the stock i beta its. The standard deviation on stock it's return is percent, and the stock II beta is. Therefore based on the stock's systematic stock: is