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Consider the following information on Stocks I and II: The market risk premium is 11 percent and the risk-free rate is 4 percent. a-1. What

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Consider the following information on Stocks I and II: The market risk premium is 11 percent and the risk-free rate is 4 percent. a-1. What is the beta of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) a-2. Which stock has the grost systematic risk? 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.)

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