Please show your work and don't round til the end.

Consider the following information about Stocks I and Il Rate of Return If State Occurs Probability of State of Economy State of Economy Recession Normal Irrational exuberance Stock I Stock II 30 45 25 05 -.30 10 50 05 The market risk premium is 6 percent, and the risk-free rate is 2 percent. (Do not round intermediate calculations. Round your answers to 2 decimal places, e.g., 32.16. Enter your return answers as a percent.) percent, and the Stock I beta is The standard deviation on Stock l's return is The standard deviation on Stock II's return is percent, and the Stock Il beta is Therefore, based on the stock's systematic risk/beta, StockI IS riskier