Consider the following information on Stocks I and II: Rate of Return if State Occurs Probability of State of Economy .23 State of Economy Recession Normal Irrational exuberance Stock I .025 .335 Stock Il -.33 25 .58 19 .195 .43 The market risk premium is 11.3 percent, and the risk-free rate is 4.3 percent. a. Calculate the beta and standard deviation of Stock I. (Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.) b. Calculate the beta and standard deviation of Stock II. (Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.) c. Which stock has the most systematic risk? d. Which one has the most unsystematic risk? e. Which stock is "riskier? a. Beta Standard deviation Beta Standard deviation Most systematic risk d. Most unsystematic risk e. "Riskier" stock