Consider a state-space model for the securities market, with two dates, date 0 and 1, defined as follows: -There are two economic states at date 1, state a and state b. The probability for state a is 0.57, and the probability for state b is 0.43. -There is a risk-free bond traded in this market, with the date-1 payoff of $108.62, independent of the state. The date-0 price of the bond is $100. -There is also a risky stock traded in the market. The date-1 payoff of stock is $216.63 in state a and $82.6 in state b. The date-0 price of the stock is $100. Use the above to answer the following (A) (D). A. What is the expected net rate of return on the bond? B. What is the expected net rate of return on the stock? C. What are the state prices for state a and state b, respectively? (in Dollars) D. Suppose there is a security with payoff $146.19 in state a and $113.85 in state b. What should be its date-0 price? What is the expected net rate of return on this security