5 Problem 13-26 Systematic versus Unsystematic Risk [LO3] Consider the following information about Stocks I and II 10 points Rate of Return If State Occurs State of Probability of State of Economy eBook Economy Recession Normal Irrational StockI Stock ll References .30 45 09 16 10 -.24 25 exuberance The market risk premium is 8 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 percent, and the Stock I beta is percent, and the Stock II Therefore, based on the stock's systematic risk/beta, Stock . The standard deviation on Stock Il's return is beta is (Click to select) #!IS'TISkier