A stock's returns have the following distribution: two decimal places. Stock's expected return: % Standard deviation: % Coefficient of variation: Sharpe ratio: A stock has a required return of 13%, the risk-free rate is 7.5%, and the market risk premium is 4%. a. What is the stock's beta? Round your answer to two decimal places. calculations. Round your answer to two decimal places. I. If the stock's beta is equal to 1.0, then the change in required rate of return will be less than the change in the market risk premium. II. If the stock's beta is greater than 1.0, then the change in required rate of return will be greater than the change in the market risk premium. III. If the stock's beta is less than 1.0, then the change in required rate of return will be greater than the change in the market risk IV. If the stock's beta is greater than 1.0, then the change in required rate of return will be less than the change in the market risk premium. V. If the stock's beta is equal to 1.0, then the change in required rate of return will be greater than the change in the market risk premium. Stock's required rate of return will be