Consider the following table, which gives a security analyst's expected return on two stocks and the market index in two scenarios: Scenario 1 0.5 Probability Market Return 8% Aggressive Defensive Stock 3.9% Stock 5.7% 2 0.5 20 30 14 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.) Rate of return on A Rate of return on D % %