Value: 10.00 points Consider the following information about Stocks I and II: Rate of Return if State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy 20 .60 20 Stock .09 .18 Stock 11 - 26 13 .12 The market risk premium is 5 percent, and the risk-free rate is 4 percent. (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g.. 32.16. Enter your return answers as a percent.) The standard deviation on Stock I's return is standard deviation on Stock Il's return is based on the stock's systematic risk/beta, Stock percent, and the Stock I beta is percent, and the Stock Il beta is (Click to select) is "riskier". . The Therefore, eBook & Resources eBook: 13.7. The Security Market Line Check my work