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. 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$.,32\mathrm{.}16.)$