Consider the following information on Stocks I and II: State of Economy Recension Normal Irrational exuberance Rate of Return if State Occura Probability of State of Economy Stock I Stock II .05 -.19 .30 .26 .14 .50 .20 .36 .20 35 The market risk premium is 9 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 Stock 11 a-2. Which stock has the most systematic risk? Stock 1 Ostock 11 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.) Stock i Stock it Standard Deviation % % a-2. Which stock has the most systematic risk? Stock 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.) Stock 1 Stock II Standard Deviation % % b-2. Which one has the most unsystematic risk? Stock Stock 11 c. Which stock is "riskier"? Stock Stockit