The market risk premium is 8 percent, and the risk-free rate is 5 percent

Problem 13-26 Systematic versus Unsystematic Risk [LO3] Consider the following information about Stocks I and II: The market risk premium is 8 percent, and the risk-free rate is 5 percent. (Do not round intermediate calculations. Enter your standard deviation answers as a percent rounded to 2 decimal places, e.9., 32.16. Round your beta answers to 2 decimal places, e.g., 32.16.)