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A stock's returns have the following distribution: Assume the risk-free rate is 2%. Calculate the stock's expected return, standard deviation, coefficient of varlation, and Sharpe

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A stock's returns have the following distribution: Assume the risk-free rate is 2%. Calculate the stock's expected return, standard deviation, coefficient of varlation, and Sharpe ratio, Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return: Standard deviation: Coeffictent of variation: Sharpe rato

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