Problem 11-33 Systematic versus Unsystematic Risk Consider the following information about Stocks I and II: The market risk premium is 8 percent and the risk-free rate is 3 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.) You own a stock portfolio invested 30 percent in Stock Q,20 percent in Stock R,30 percent in Stock S, and 20 percent in Stock T. The betas for these four stocks are 89 , 1.22,1.06, and 1.24 , respectively. What is the portfolio beta? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.)