Consider the following information about Stocks I and Il: Rate of Return If State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy Stock I 05 .20 Stock II -.28 .25 15 .20 48 The market risk premium is 8 percent, and the risk-free rate is 5 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 I's return is and the Stock I beta is II's return is Therefore, based on the stock's systematic risk/beta, Stock percent The standard deviation on Stock percent, and the Stock Il beta is is "riskier