Consider the following table, which gives a security analyst$$s expected return on two stocks and the market index in two scenarios:

Scenario Probability Market Return Aggressive Stock Defensive Stock

$10\mathrm{.}58\%3\mathrm{.}5\%5\mathrm{.}3\%$

$20\mathrm{.}5202610$

Required:

a$.$ What are the betas of the two stocks? $($Round your answers to $2$ decimal places.$)$

b$.$ What is the expected rate of return on each stock? $($Round your answers to $2$ decimal places.$)$

c$.$ If the T$-$bill rate is $8\%,$ what are the alphas of the two stocks? $($Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$