A stock's returns have the following distribution:

Demand for the

Company's Products Probability of this

Demand Occurring Rate of Return if

this Demand Occurs

Weak $0\mathrm{.}1(24\%)$

Below average $0\mathrm{.}1(10)$

Average $0\mathrm{.}410$

Above average $0\mathrm{.}331$

Strong $0\mathrm{.}165$

$1\mathrm{.}0$

Assume the risk$-$free rate is $2\%.$ Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places.

Stock's expected return:

$\%$

Standard deviation:

$\%$

Coefficient of variation:

Sharpe ratio:A stock's returns have the following distribution:

$\backslash$table$[[\backslash$table$[[$Demand for the$],[$Company$\text{'}$s Products$]],\backslash$table$[[$Probability of this$],[$Demand Occurring$]],\backslash$table$[[$Rate of Return if$],[$this Demand Occurs$]]],[$Weak$,0\mathrm{.}1,(24\%)$