QUESTION 6 (5 points) Consider the following situation Probability of State State of Economy of Economy Recession 0.06 Normal 0.25 Irrational exuberance 0.69 Rate of Return if State Oecurs Stock A Stock 0.15 -0.35 0.35 0.35 0.43 0.45 The expected market return is 11.6%, and the risk-free rate is 3.6 percent. Find the beta for each stock (the first one is stock As data, the second for stock B's beta: round to the nearest hundredth) 447, 3.89 None of the other choices is correct