Problem 13-26 Systematic versus Unsystematic Risk [LO3] Consider the following information about StocksI and II: Rate of Return If State Occurs State of Economy Stock II Probability of State of Economy .25 .45 .30 Stock .06 21 - 29 Recession Normal Irrational exuberance .09 .15 49 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 . The standard deviation on Stock Il's return is percent, and the Stock II beta is . Therefore, based on the stock's systematic risk/beta, Stock (Click to select) is "riskier