2. Calculate the expected rate of return, F1, for 540ck a (Tk=13.90%.) Do not round intermediate caleulations. Round your answer to fwo decimal piacesi Now calculate the coefficient of :anation for Stcck B. Do not round intermediate calcutations. Mound your answer to two decimal places, It a possible that mest investers might regard Stock 8 as being less riaky than 5 tock A? 1. If Stock 8 is more highly correlated with the market than A, then it right have a lower beta than stoek. A, and hence be less risky in a portfolio sense. 11. If 5 tock B is more highly coerelated with the market than A, then it might have the same beta as stock A, and hence be just as risky in a portolo sense. 1W. If Stock B is less Nighly cerrelated whin the market than A, then it might have a higher beta than 5tock, and hence be more risky in a portfolo tense. V. If 5 sock 9 is more highily cocrelated with the market than A, then it might have a higher beta than 5 sock A, and hence be less risky in a portfelio sense. c. Astume the riskofree rote is 1.5%. What are the Sharpe raties for Stocks A and A ? Do not round intermediate calculations. Round your anshers to four decimal places. Stock A: stock B: Are these calculationt cocaintent wat the infermation obtained fram the coefficent of variation caleulations in Part b? portiolio sense. portfole sense, pertiolia serise. portfolo senwe. postrolia tente