Consider the following information on Stocks I and II:

The market risk premium is $8$ percent, and the risk$-$free rate is $3$ percent.

Note: Do not round intermediate calculations. Enter your standard deviation answers as a percent rounded to $2$ decimal places,

e$.$g$.,32\mathrm{.}16.$ Round your beta answers to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$