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Consider the following two stocks. Probabilities ( pi ) Stock A Stock B Recession p1= 31% -9% 2% Normal p2= 35% 5% -2% Boom p3=

Consider the following two stocks. Probabilities ( pi ) Stock "A" Stock "B" Recession p1= 31% -9% 2% Normal p2= 35% 5% -2% Boom p3= 34% 15% 25% The portfolio weights for stocks "A" and "B" are 0.2 and 0.8, respectively. What are the expected returns of stock "A" and "B"? Enter your answers as a percentage. Do not put the percent sign in your answers. Round your answers to 2 DECIMAL PLACES.

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