Consider the following information about Stocks I and l Rate of Return If State Occurs Probability of State of State of Economy Stock Stock II Economy 30 Recession 05 -30 Normal 45 22 10 Irrational 25 05 50 exuberance The market risk premium is 6 percent, and the risk-free rate is 2 percent. (Do not round intermediate calculations. Enter your standard deviation answers as a percent rounded to 2 decimal places, e.g., 32.16. Round your beta answers to 2 decimal places, e.g., 32.16.) percent, and the Stock I beta is The standard The standard deviation on Stock I's return is deviation on Stock Il's return is percent, and the Stock Il beta is Therefore, based on the stock's systematic risk/beta, Stock is "riskier