Step 1: Concept
Note: The question paper source is fragmented. It asks for $\alpha^2 + \beta^2$ when $A.M. = G.M.$
Step 2: Meaning
If $A.M. = G.M.$ for two numbers, then the numbers must be equal ($\alpha = \beta$).
Step 3: Analysis
If $\alpha = \beta$, then $\alpha^2 + \beta^2 = \alpha^2 + \alpha^2 = 2\alpha^2$.
Since $\alpha = \beta$, we can write $\alpha^2$ as $\alpha \cdot \beta$.
Step 4: Conclusion
$\alpha^2 + \beta^2 = 2\alpha\beta$.
Final Answer: (E)