Suppose you observe the following situation:

$\backslash$table$[[$State of$,$Probability of$,$Return if$],[$Economy$,$State,Stock A$,],[$Boom$,\mathrm{.}18,-\mathrm{.}06,$Stock B$],[$Normal$,\mathrm{.}73,\mathrm{.}13,-\mathrm{.}04],[$Bust$,\mathrm{.}09,\mathrm{.}48,\mathrm{.}14],[,,,\mathrm{.}25]]$

a$.$ Calculate the expected return on each stock.

Note: Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

b$.$ Assuming the capital asset pricing model holds and Stock A$\text{'}$s beta is greater than Stock B$\text{'}$s beta by $\mathrm{.}20,$ what is the expected market risk premium?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

$\backslash$table$[[$a$.$ Stock A$,,\%$