A stock will provide a rate of return of either -30% or +37%. a. If both possibilities are equally likely, calculate the expected return and standard deviation. (Do not round intermediate calculations. Round your answers to 1 decimal place.) Expected return Standard deviation 3.5 % 1122.25 % b. If Treasury bills yield 3.5% and investors believe that the stock offers a satisfactory expected return, what must the market risk of the stock be? Market risk 33.5 %