a. Calculate the expected rate of return, TB, for Stock B ( TA=14.00%.) Do not round intermediate calculations. Round your answer to two decimal places. 4 b. Calculate the standard devistion of expected returns, 0 , for StockA(CB=17.69%.) Do not round intermediate calculations. Round your answer to two decimal pla Now calculate the coefficient of variation for Stock B. Do not round intermediate calculations. Pound your answer to two decimal places. Is if 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 higher beta than 5 tock A, and hence be less risky in a portfolio sense. H. If 5 tock B is more highly correlated with the market than A, then it might have a fower beta than S tock A, and hence be less risky in a portfolio sense. IIf. If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sense. IV. If Stock 8 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 portfollo sense. V. If Stock B is less highly correlated with the market than A, then it might hove a higher beta than 5 tock A, and hence be more risky in a portfolio sense. c. Assume the risk-free rate is 1.5%. What are the Sharpe ratios for Stocks A and B ? Do not round intermediate calculations. Round your answers to four decimal places. 5 tock A: Stock B: c. Assume the risk-free rate is 1.5%. What are the Sharpe ratios for Stocks A and B? Do not round intermedlate calculations. Round your answers to four decimal places. 5t0