The permeability of the inner membrane really depends on what transporters are present; these transporters allow transport of stuff in a very controlled manner, unlike the outer membrane. The outer membrane has a lot of porins that pretty much allow anything below a certain size to travel across into the intermembrane space. The inner membrane lacks these nonselective porins.
CO2 and O2 are permeable through all membranes because they are lipid soluble (they're not polar). So they can traverse the lipid membrane with ease. Not sure about the H2O part though; my understanding is that the inner membrane is not that permeable to H2O. But I took biochem a year ago, so some of the finer details are a bit fuzzy on specific transporters, etc.; maybe someone else can also chime in?