A stock's returns have the following distribution:Assume the risk$-$free rate is $4\%.$ 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$,0\mathrm{.}1,(38\%)$