Problem 11-33 Systematic versus Unsystematic Risk Consider the following information on Stocks I and II: Rate of Return if State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy .25 .55 Stock .05 .20 Stock II .28 .15 .48 20 The market risk premium is 8 percent, and the risk-free rate is 5 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).) The standard deviation on Stock I's expected return is percent, and the Stock | beta is . The standard deviation on Stock Il's expected return is percent, and the Stock Il beta is D . Therefore, Stock (Click to select) is "riskier