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 .25 .05 -.17 .40 .24 .14 .35 .18 .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 11 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 b-2. Which one has the most unsystematic risk? Stock Stock II c. Which stock is "riskier"? Stock Ostock 11