Suppose you observe the following situation:

State of Economy	Probability of State of Economy	Rate of Return if State Occurs
Stock A	Stock B
Boom	.21	.189	.097
Normal	.74	.158	.076
Recession	.05	-.246	.042

Assume the capital asset pricing model holds and Stock A's beta is greater than Stock B's beta by .84. What is the expected market risk premium?

Group of answer choices

8.28%

9.05%

10.06%

7.94%

7.81%