Consider the following information on Stocks I :

state of Economy	Probability of state of economy	rate of return if state occurs
recession	0.22	0.045
normal	0.62	0.355
irrational exuberance	0.16	0.215

The market risk premium is 11.7 percent, and the risk-free rate is 4.7 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 %