There are two stocks in the market, Stock A and Stock B$.$ The price of Stock A today is $$66.$ The price of Stock A next year will be $$55$ if the economy is in a recession, $$78$ if the economy is normal, and $$88$ if the economy is expanding. The probabilities of recession, normal times, and expansion are $\mathrm{.}11,\mathrm{.}69,$ and $\mathrm{.}20,$ respectively. Stock A pays no dividends and has a correlation of $\mathrm{.}61$ with the market portfolio. Stock B has an expected return of $17\mathrm{.}9$ percent, a standard deviation of $33\mathrm{.}1$ percent, a correlation with the market portfolio of $\mathrm{.}15,$ and a correlation with Stock A of $\mathrm{.}27.$ The market portfolio has a standard deviation of $17\mathrm{.}1$ percent. Assume the CAPM holds.