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 .35 .03 -. 17 .25 .33 . 14 .40 .27 .43 The market risk premium is 10 percent and the risk-free rate is 6 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.) Stock Stock 11 Standard Deviation % % b-2. Which one has the most unsystematic risk? Stock Stock 11 c. Which stock is "riskier"? Stock 1 Stock