Consider the following table, which gives a security analyst's expected return on two stocks and the market index in two scenarios: Aggressive Defensive Scenario Probability Market Return Stock Stock 0.5 8 % 3.5% 5.3% 0.5 20 26 10

Check my 2 Problem 7-12 (Algo) 9.09 point Consider the following table, which gives a security analyst's expected return on two stocks and the market index in two scenarios: scenario Aggressive Stock 3.55 26 probability Market Return 0.1 025 20 Detensive stock 5.30 16 ook 2 ces Required: n. What are the betas of the two stocks? (Round your answers to 2 decimal places.) Beta A Beta b. What is the expected rate of return on each stock? (Round your answers to 2 decimal places.) Rate of return on A Rate ofrem on cil the T-bill rate is 8%, what are the alphas of the two stocks? (Negative values should be indicated by a minus sign. Do notround Intermediate calculations. Round your answers to 2 decimal places.) Alpha A Alpha % 5