Consider the following information on Stocks I and II: State of Probability of Rate of Return if State Occurs Economy State of Economy Stock I Stock II Recession .20 .035 - .35 Normal .60 .345 .27...

Consider the following information on Stocks I and II:

The market risk premium is 11.5 percent, and the risk-free rate is 4.5 percent. Calculate the beta and standard deviation of Stock I.
(Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.)

Calculate the beta and standard deviation of Stock II.
(Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16.)