Consider the following information about Stocks I and lI Rate of Return If State Occurs State of Economy Probability of State of Economy Stock I 06 18 07 Stock II -.21 Recession Normal Irrational exuberance .26 51 .23 08 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 I's return is percent, and the Stock I beta is The standard deviation on Stock II's return is percent, and the Stock Il beta is Therefore, based on the stock's systematic risk/beta, Stock (Click to select is "riskier