Consider the following information on Stocks I and II:

State of Economy	Probability of State of Economy	Rate of Return if State Occurs
		Stock I	Stock II
Recession	.23	.025	?.33
Normal	.58	.335	.25
Irrational exuberance	.19	.195	.43

The market risk premium is 11.3 percent, and the risk-free rate is 4.3 percent.

Requirement 1:

(a)	Calculate the beta and standard deviation of Stock I. (Do not round intermediate calculations. Enter the standard deviation as a percentage. Round your 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 percentage. Round your answers to 2 decimal places (e.g., 32.16).)