Under the Following Conditions,what Are the Expected Returns for Stocks

Multiple Choice

Under the following conditions,what are the expected returns for stocks A and B?
$\begin{array}{ll}\lambda^{0}=0.03 & \mathrm{~b}_{\mathrm{a}, 1}=1.5 \\\mathrm{k}_{1}=0.09 & \mathrm{~b}_{\mathrm{a}, 2}=0.8 \\\mathrm{k}_{2}=0.07 & \mathrm{~b}_{\mathrm{b}, 1}=1.20 \\& \mathrm{~b}_{\mathrm{b}, 2}=0.6\end{array}$

A) 24.8% and 19.7%
B) 22.1% and 18.0%
C) 20.3% and 17.8%
D) 19.9% and 16.9%
E) 18.7% and 15.3%