Consider the following information on Stocks I and II: State of Economy Recession Normal Irrational exuberance Probability of State of Economy 24 .59 17 Rate of Return if State Occurs Stock I 030 .340 .200 Stock II -.34 .26 44 The market risk premium is 11.4 percent, and the risk-free rate is 4.4 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