Consider the following information about Stocks l and II: Rate of Return If State Occurs State of Economy Probability of State of Economy Stock I 06 21 .15 Stock II Recession Normal Irrational exuberance 25 .45 .30 29 .09 .49 The market risk premium is 8 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.) 1.43 22 percent, and the Stock I beta is 28.9 percent, and the Stock Il beta is The standard deviation on Stock I's return is The standard deviation on Stock II's return is 0.93 Therefore, based on the stock's systematic risk/beta, StockI is "riskier