Consider the following table, which gives a security analyst's expected return on two stocks and the market index in two scenarios. Scenario 1 2 Probability .5 0.5 Market Return 8% 20 Aggressive Stock 3.5% 26 Defensive Stock 5.3% 1e Required: a. What are the betas of the two stocks? (Round your answers to 2 decimal places.) Beta A Beta D b. What is the expected rate of return on each stock? (Round your answers to 2 decimal places.) % 6 Rate of return on A Rate of return on D % c. If the T-bill rate is 8%, what are the alphas of the two stocks? (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.) % Alpha A Alpha D %