13 Consider the following information on Stocks I Skipped eBook Print References State of Economy State of Recession Normal Irrational exuberance Rate of Return if State 0 ccurs Stock I Stock II.04525.345.17.205.45 The market risk premium is 11.5 percent, and the risk-free rate is 4.5 percent. a. Calculate the beta and standard deviation of Stock I. Note: Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16. b Calculate the beta and standard deviation of Stock II. Note: Do not round intermediate calculations. Enter the standard deviation as a percent and round both answers to 2 decimal places, e.g., 32.16. с Which stock has the most systematic risk? d. Which one has the most unsystematic risk? e. Which stock is "riskier"? \table[[a. Beta,,], [ Standard deviation,,], [b. Beta,,%
13 Consider the following information on Stocks I
Skipped eBook Print References State of Economy State of Recession Normal Irrational exuberance
percent and round both answers to 2 decimal places, e.g., 32.16. с Which stock has the most systematic risk? d. Which one has the
most unsystematic risk? e. Which stock is "riskier"? \table[[a. Beta,,], [ Standard deviation,,], [b. Beta,,%
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