Consider the following information on Stocks I and II: Probability of Rate of Return if State Occurs State of Economy State of Economy Stock Stock II Recession 20 .02 -20 Normal 55 .32 .12 Irrational exuberance 25 .18 40 The market risk premium is 7 percent, and the risk-free rate is 4 percent. Requirement 1: (a) Calculate the beta and standard deviation of Stock I. (Do not round intermediate calculations. Enter the standard deviation as a percentage. Round your answers to 2 decimal places (e.g., 32.16).) Stock Beta Standard deviation % (b) Calculate the beta and standard deviation of Stock II. (Do not round intermediate calculations. Enter the standard deviation as a percentage. Round your answers to 2 decimal places (e.g., 32.16).) Stock 11 Beta Standard deviation % Requirement 2: (a) Which stock has the most systematic risk? (Click to select) (b) Which one has the most unsystematic risk? (Click to select) (c) Which stock is "riskier"? (Click to select)