nsider the following information about Stocks I and II: Rate of Return If State Occurs Stock I ate of conomy ecession ormal cational uberance Probability of State of Economy .26 .50 Stock II .05 .22 -.31 .11 .24 .05 .51 e market risk premium is 5 percent, and the risk-free rate is 3 percent. (Do not round termediate calculations. Enter your standard deviation answers as a percent unded to 2 decimal places, e.g., 32.16. Round your beta answers to 2 decimal aces, e.g., 32.16.) The standard deviation on Stock I's return is leviation on Stock Il's return is stock's systematic risk/beta, Stock percent, and the Stock I beta is percent, and the Stock Il beta is is "riskier". The standard Therefore, based on the