a. Calculate the expected rate of return, rB, for Stock B(rA=12.20%. Do not round intermediate calculations, Round your answer to two decimal places. b. Calculate the standard devlation of expected returns, A, for Stock A(B=17.48%.) Do not round intermediate calculations. Round your answer to two decimal vlaces. iate the coefficient of variation for Stock B. Do not round intermediate calculations. Round your answer to two decimal places. is it possible that most investors might regard stock B as being less risky than Stock A? 1. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense. 11. If Stock 8 is more highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be less risky in a portfolio sense. III. If Stock B is more highly correlated with the market than A, then it might have a lower beta than 5tock A, and hence be less risky in a portfolio sense. TV. If Stock B is more highly correlated with the market than A, then it might have the same beta as 5 tock A, and hence be just as risky in a portfolio sense. V. If Stock B is less highly correlated with the market than A, then it might have a lower beta than stock A, and hence be less risky in a portfolio sense. c. Assume the risk-free rate is 2.5%. What are the Sharpe ratios for Stocks A and Br. Do not round intermediate caiculations. Pound your answers to four decimal places. Stock A: Stock B: Are these calculations consistent with the information obtained from the coefficient of variation calculations in Part b? 1. In a stand-alone risk sense A is less fisky than B. If Stock B is less highly correlated with the market than A, then it might haye a lower beta than 5 tock A, and hence be iess risky in a portfolio sense. It. In a stand-alone risk sense A is less risky than B. If 5 tock B is less highly correiated with the market than A, then it might have a higher beta than Stock. Ay and hence be more risky in a portfolo sense. III. In a stand-alone risk sense A is more risky than B. If stock-B is less highly correlated with the tharket than A, then it might have a lower beta than Stock C. Assume the risk-free rate is 2.5%. What are the Sharpe ratios for Stocks A and B? Do not round intermediate calculations. Round your answers to four decimal places. Stock A: 5tock B: Are these calculations consistent with the information obtained from the coefficient of variation calculations in Part b? 1. In a stand-alone risk sense A is less risky than B. If Stock B is less highly correlated with the market than A, then it might have a lower beta than 5 tock A, and hence be less risky in a portfolio sense. If. In a stand-alone risk sense A is less risky than B. If Stock B-is less highly correlated with the market than A, then it might have a higher beta than Stock A. and hence be more risky in a portfolio sense. IIt. In a stand-alone risk sense A is more risky than B. If Stock B is lets highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense. TV, In a stand-alone risk sense A is more risky than B. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock. A, and hence be more risky in a portfolio sense. V. In a stand-alone risk sense A is less risky than B. If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock