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Consider the following information on Stocks I and II: The market risk premium is 8 percent and the risk-free rate is 5 percent. a-1. What

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Consider the following information on Stocks I and II: The market risk premium is 8 percent and the risk-free rate is 5 percent. a-1. What is the beta of each stock? Note: not round Intermedlate calculations. Round your answers to 2 decimal places. 0-2. Which stock has the most systematic risk? Stock I Stock II b-1. What is the standard deviation of each stock? Note: Do not round Intermedlate calculations. Enter your answers as a percent rounded to 2 decimal places b-2. Which one has the most unsystematic risk? Stock I Stock II c. Which stock is "risker"? Stock. Stock

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