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 .28 .53 19 Stock I .05 17 .06 Stock lI -.20 .07 .40 The market risk premium is 8 percent, and the risk-free rate is 2 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 The standard deviation on Stock Il's return is Therefore, based on the stock's systematic risk/beta, Stock (Click to select) is "riskier" percent, and the Stock I beta is percent, and the Stock II beta is