Suppose you observe the following situation: Rate of Return If State Occurs State of Probability of Economy State Stock A Stock B Bust .25 .11 .09 Normal .65 .10 .10 Boom .10 .45 .25 a. Calculate the expected return on each stock. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return Stock A % Stock B % b. Assuming the capital asset pricing model holds and Stock A's beta is greater than Stock B's beta by .20, what is the expected market risk premium?