Problem 13-26 Systematic versus Unsystematic Risk [LO3) Consider the following information about Stocks I and II: Rate of Return If State Occurs State of Economy Recession Normal Irrational exuberance Probability of State of Economy .20 .60 Stock .09 .18 Stock II -26 .13 20 .12 .46 The market risk premium is 5 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 1. The standard deviation on Stock Il's return is percent, and the Stock Il beta is Therefore, based on the stock's systematic risk/beta, Stock (Click to select) is "riskler