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Consider the following information on Stocks I and II: The market risk premium is 11.2 percent, and the risk-free rate is 4.2 percent. a. Calculate

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Consider the following information on Stocks I and II: The market risk premium is 11.2 percent, and the risk-free rate is 4.2 percent. a. Calculate the beta and standard deviation of Stock 1 . Note: Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decima places, e.g., 32.16. b. Calculate the beta and standard deviation of Stock II. Note: Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g. 32.16 . c. Which stock has the most systematic risk? d. Which one has the most unsystematic risk? e. Which stock is "riskier

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