i

$\backslash$table$[[$State of$,$Probability of State,Occurs$],[$Economy$,$of Economy,Stock A$,$Stock B$],[$Boom$,\mathrm{.}21,\mathrm{.}189,\mathrm{.}097],[$Normal$,\mathrm{.}74,\mathrm{.}158,\mathrm{.}076],[$Recession$,\mathrm{.}05,-\mathrm{.}246,\mathrm{.}042]]$

Assume the capital asset pricing model holds and Stock A$\text{'}$s beta is greater than Stock B$\text{'}$s beta by $.84.$ What is

Multiple Choice

$8\mathrm{.}28\%$

$7\mathrm{.}81\%$

$9\mathrm{.}05\%$

$$

$7\mathrm{.}94\%$