23) Consider the following information on stocks I and II State of Econom Recession Normal Boom Probability of State of Econo Rate of Return if State Occurs Stock A 1590 Stock B -35% 35% 4590 0 69% 0 25% 0 The market risk premium is 8 percent, and the risk-free rate is 3.6 percent. The beta of stock A is and the beta of stock B is A) 2.08; 2.47 B) 4.03; 3.71 C) 4.47; 3.89 D) 2.08; 2.76 E) 3.21; 3.84