A (6%) 6 15 (22%) 0 Probability 0.1 0.1 0.5 12 19 0.2 18. 30 0.1 34 36 Calculate the expected rate of return, FB, for Stock B (FA = 13.00%.) Do not round intermediate calculations. Round you places. % 15.90%.) Do not round intermediate calculati- Calculate the standard deviation of expected returns, GA, for Stock A (08- two decimal places. % Now calculate the coefficient of variation for Stock B. Do not round intermediate calculations. Round your answer to two Is it possible that most investors might regard Stock B as being less risky than Stock A? 1. If Stock B is more highly correlated with the market than A, then it might have a lower beta than Stock A, and hence sense. II. If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence sense. III. If Stock B is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence sense. IV. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence sense. V. If Stock B is more highly correlated with the market than A, then it might have a loner beta than Stock A, and hen sense