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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:ScenarioProbability 0 . 5 0

Consider the following table, which gives a security analyst's expected return on two stocks and the market index in two scenarios:ScenarioProbability0.50.5Market Return6%16AggressiveStock2.1%25DefensiveStock3.6%10Required:a. What are the betas of the two stocks? (Round your answers to 2 decimal places.)Beta ABeta D?Helpb. 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%%Mcc. 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 AAlpha D%

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