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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: Defensive Benario Probability Market

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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: Defensive Benario Probability Market Return 0.5 60 0.5 16 Agresive tock 2.10 25 3.60 10 Required: a. What are the betas of the two stocks? (Round your answers to 2 decimal places.) Beta A Betno b. What is the expected rate of return on each stock? (Round your answers to 2 decimal places.) Rate of return on A Rate of return on D % %

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