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Consider the following information on Stocks I and II: The market risk premium is 11.7 percent, and the risk-free rate is 4.7 percent. Requirement 1:

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Consider the following information on Stocks I and II: The market risk premium is 11.7 percent, and the risk-free rate is 4.7 percent. Requirement 1: Calculate the beta and standard deviation of Stock I. (Do not round intermediate calculations. Enter the standard deviation as a percentage. Round your answers to 2 decimal places (e.g., 32.16).) Calculate the beta and standard deviation of Stock II. (Do not round intermediate calculations. Enter the standard deviation as a percentage. Round your answers to 2 decimal places (e.g., 32.16).) Requirement 2: Which stock has the most systematic risk? Which one has the most unsystematic Which stock is "riskier

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