Consider the following information on Stocks I and II: State of Economy Recession Normal Irrational exuberance Rate of Return if State Occurs Probability of State of Economy Stock I Stock II 0.25 0.05 -0.17 0.40 0.24 0.14 0.35 0.18 0.34 The market risk premium is 13 percent and the risk-free rate is 5 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 II a-2. Which stock has the most systematic risk? Stock Stock 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.) Standard Deviation Stock % Stock 11 %