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 Stock Stock Il Probability of State of Economy .26 .50 Economy Recession Normal Irrational exuberance .05 -.31 .11 es 22 .24 .05 .51 The market risk premium is 5 percent, and the risk-free rate is 3 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 retum is percent, and the Stock I beta is . 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) v is "riskier