Consider the following information on Stocks I and State of Economy Probability of State of Economy .24 .69 .07 Rate of Return if State Occurs Stock I 065 365 225 Stock lI -.29 21 .49 Normal Irrational exuberance The market risk premium is 11.9 percent, and the risk-free rate is 4.9 percent. 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.) Stock I Beta Standard deviation 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.) Stock II Beta Standard deviation Which stock has the most systematic risk? Stock I Stock lI Which one has the most unsystematic risk? Stock I Stock II Which stock is "riskier"? Stock I Stock