Question: Problem 11-33 Systematic versus Unsystematic Risk Consider the following information about Stocks I and II: The market risk premium is 5 percent and the risk-free

Problem 11-33 Systematic versus Unsystematic Risk Consider the following information about

Problem 11-33 Systematic versus Unsystematic Risk Consider the following information about Stocks I and II: The market risk premium is 5 percent and the risk-free rate is 4 percent. (Do not round intermediate calculations. Enter the standard deviations as a percent and round all answers to 2 decimal places, e.g., 32.16.)

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