Problem 13-26 Systematic versus Unsystematic Risk [LO3] Consider the following information about Stocks I and II: The market risk premium is 5 percent, and the risk-free rate is 3 percent. (Round your answers to 2 decimal places. (e.g., 32.16)) The standard deviation on Stock l?s expected return is percent, and the Stock I beta is 2.12 . The standard deviation on Stock l?s expected return is percent, and the Stock II beta is . Therefore, based on the stock?s systematic risk/beta, Stock I is riskier