Expansion tank question

I have a AO Smith 40 gallon gas hot water heater. Sometimes water sprays out the prv. I have an expansion tank connected to the boiler, do I need one for the water heater or is there something else wrong?

The boiler one is an independent unit, and has nothing to do with your water heater thermal expansion. IF you need a water heater expansion tank because of the dynamics of your system, and you have not told us anything that indicates whether you do or not, then you need an additional one at the water heater, besides the one on the heating system.