Consider the following table, which gives a security analyst's expected return on two stocks and the market index in two scenarios: Aggressive Stock Scenario Probability Market Return Defensive Stock 5.0% 15 0.5 0.5 8% 20 3.8% 32 2 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 c. If the T-bill rate is 7%, 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 %