Consider the following information on Stocks I and II Rate of Return if State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy 0.45 0.30 0.25 Stock I 0.04 0.29 0.23 Stock II -0.22 0.14 0.39 The market risk premium is 12 percent and the risk-free rate is 4 percent. a-1. What is the beta of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Beta Stock I Stock II a-2. Which stock has the most systematic risk? Stockl Stock II b-1. What is the standard deviation of each stock? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Standard Deviation Stock I Stock I b-2. Which one has the most unsystematic risk? OStock l OStock Il c. Which stock is "riskier"? Stock Stock