sk and Retum Qu value: 10.00 points 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 ability of State of Economy 20 45 35 Stock 03 28 04 Stock Il - 20 05 38 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 Il beta is Therefore, based on the stock's systematic risk/beta, Stock (Click to select) is "riskier" (Click to select) 11 References eBook & Resources Worksheet Difficulty. Challenge Leaming Objective 13-03 The systema Problem 13-26 Systematic versus Unsystematic Risk [LO3] Check my work