normal times, and expansion are 0.2,0.6, and 0.2 , respectively. Stock A pays no dividends and has a beta of 0.77.StockB has an expected return of 13%, a standard deviation of 34%, a beta of 0.54 , and a correlation with stock A of 0.48 . The market portfolio has a standard deviation of 14%. Assume the CAPM holds. o. What are the expected relum and standard deviation of stock A? (Do not round intermediate colculations. Round the final onswers to 2 decimal places.) b. If you are a typical, risk-averse investor with a well-diversitied portfolio, which stock would you prefer? Stock A Stock B c. What are the expected retum and standard deviation of a portfolio consisting of 55% of stock A and 45% of stock B? (Do not round intermediate calculations. Round the final answers to 2 decimal places.) d. What is the beta of the portfolio in (c)? (Do not round intermediote colculations. Round the final answer to 3 decimal places.) Beta of the portfolio Suppose you observe the following situation: o. Calculate the expected return on each stock. (Round the final answers to 2 decimal places.) b. Assuming the capital asset pricing model holds and stock A's beta is greater than stock B's beta by 0.25 , what is the expected market risk premium? (Do not round intermediote calculations. Round the final answer to 2 decimal places.) Expected market risk premium \%