Consider the following information about Stocks I and ll: Rate of Return If State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy Stock I .05 Stock II .30 45 .25 .30 10 50 .05 The market risk premium is 6 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 percent, and the Stock I beta is percent, and the Stock Il beta is The standard deviation on Stock II's return is Therefore, based on the stock's systematic risk/beta, Stock (Click to select)is "riskier