xam Saved Consider the following information on Stocks I and I: Rate of Return if State Occurs State of Probability of State of Economy 20 Economy Recession Normal Irrational exuberance Stock I 04 .26 .10 Stock II - 35 .60 45 15 20 .55 The market risk premium is 5 percent, and the risk-free rate is 4 percent (Do not round intermediate calculations. Enter your standard deviation answers as a percent rounded to 2 decimal places (e.g.. 32.16). Round your beta answers to 2 decimal places (e.g. 32.16)-) ndard deviation on Stock I's expected return is percent and the Stock I percent beta isThe standard deviation on Stock I's expected return is and the Stock II beta is ] . Therefore, Stock LClick tos lect Fis-riskier