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I just need the standard deviation for both stocks. Thank you!
b-1. What is the standard deviation of each stock? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Standard Deviation Stock I Stock II
Consider the following information on Stocks I and Il: Rate of Return if State occurs Probability of State of Economy State of Economy Stock I Stock II Recession Normal Irrational exuberance 0.35 0.30 0.35 0.04 0.27 0.21 -0.20 0.14 0.37 The market risk premium is 10 percent and the risk-free rate is 4 percent. a-1. What is the beta of each stock? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Beta Stock I Stock II 1.29 0.62 a-2. Which stock has the most systematic risk? Stock I Stock lI
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