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Save Sh 12 Consider the following information on Stocks and it rate of Return state ocors Probability of State of Econom 45 State of Econom

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Save Sh 12 Consider the following information on Stocks and it rate of Return state ocors Probability of State of Econom 45 State of Econom secession Normal Irrational exuberance Stock Stock 1 .64 --22 .29 14 .23 39 The market nisk premium is 12 percent and the risk-free rate is 4 percent --1. What is the beta of each stock? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Beta Shock --2. Which stock has the most systematisk? Stock Stock b-1. What is the standard deviation of each stock? (Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Standard Deviation Stock Stock b-2. Which one has the most unsystematick? Stock

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