Consider the following information on StocksI and Il: Probability of State of Economy .20 .55 .25 Rate of Return if State Occurs State of Economy Recession Normal rrational exuberance Stock .02 .32 .18 Stock lI -.20 .12 .40 The market risk premium is 7 percent, and the risk-free rate is 4 percent Requirement 1: (a) 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).) Stock I Beta Standard deviation 0 (b) Calculate the beta and standard deviation of Stock Il. (Do not round intermediate calculations. Enter the standard deviation as a percentage. Round your answers to 2 decimal places (e.g., 32.16).) Stock II Beta Standard deviation