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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
10.57%2.2%5.0%
20.5152512
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?

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