Consider the following information on Stocks I and Il: Rate of Return if State Probability of State of Occurs State of Economy Economy .26 Stock I Stock II Recession .025 -.21 Normal .61 .325 .13 Irrational .13 .185 .41 exuberance The market risk premium is 11.1 percent, and the risk-free rate is 4.1 percent. a. Calculate the beta and standard deviation of Stock I. (Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.) b. Calculate the beta and standard deviation of Stock II. (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