Consider the following information on Stocks I and II: Probability of State of Economy Rate of Return if State Occurs Stock Stock Il -22 .15 State of Economy Recession Normal Irrational exuberance .04 22 .45 The market risk premium is 7 percent, and the risk-free rate is 4 percent. a. Calculate the beta of each stock. (Do not round intermediate calculations your answers to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation of each stock. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal p 32.16.) c. Which stock has the most systematic risk? d. Which one has the most unsystematic risk? e. Which stock is "riskier"? Stock I beta Stock Il beta b. Stock I standard deviation Stock Il standard deviation More systematic risk More unsystematic risk e. "Riskler" stock