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Consider the following table, which gives a security analyst s expected return on two stocks and the market index in two scenarios: Scenario Probability Market

Consider the following table, which gives a security analysts expected return on two stocks and the market index in two scenarios:
Scenario Probability Market Return Aggressive Stock Defensive Stock
10.55%2%3.5%
20.5203214
Required:
a. What are the betas of the two stocks? (Round your answers to 2 decimal places.)
b. What is the expected rate of return on each stock? (Round your answers to 2 decimal places.)
c. If the T-bill rate is 8%, what are the alphas of the two stocks? (Leave no cells blank - be certain to enter "0" wherever required. Negative values should be indicated by a minus sign. Round your answers to 1 decimal place.)

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