There are two stocks in the market, stock A and stock B$.$ The price of stock A today is $$74.$ The price of stock A next year will be $$62$ if the economy is in a recession, $$82$ if the economy is normal, and $$94$ if the economy is expanding. The probabilities of recession, normal times, and expansion are $0\mathrm{.}2,0\mathrm{.}6,$ and $0\mathrm{.}2,$ respectively. Stock A pays no dividends and has a beta of $0\mathrm{.}77.$ Stock B has an expected return of $13\%,$ a standard deviation of $34\%,$ a beta of $0\mathrm{.}54,$ and a correlation with stock A of $0\mathrm{.}48.$ The market portfolio has a standard deviation of $14\%.$ Assume the CAPM holds.

a$.$ What are the expected return and standard deviation of stock A$?($Do not round intermediate calculations. Round the final answers to $2$ decimal places.$)$

$\backslash$table$[[,$Stock,$],[$Expected return,$8\mathrm{.}65,0\%$