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This is a CAPM question. Please answer with details. Thank you!

Problem 4: CAPM (8 points) Stocks A and B have the returns as below State of the world Expansion Recession 25% -20% id Probability Stock A return Stock B return 15% -5% 0.7 0.3 a) (2 points) What is the expected return on stock A? b) (2 points) What is the expected return on stock B? c) (2 points) If CAPM holds and stock B beta is 025 larger than stock A beta (that is, BB BA +0.25), what is the expected market risk premium (Ry - Rp)