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Stocks A and B have the following probability distributions of expected future returns: a. Calculate the expected rate of retum, TB, for 5 tock B(TA=13.90% ) Do not round intermediate calculations. Roand your answer to two decimal places: b. Colculate the standard deviation of expected returns, OA, for Stock A (on =20.47%.) Do not round intermediate ealculations. Reund your answer fo two decimal plscies Now calculate the coefficent of venation for Stock B. Do not round intermediate calculations. Round your answer to two decansl places. Is it possible that most investots might regard 5 tock B as being less rikky than 5tekA ? 1. If Stock B is more highly correlated with the market than A, then at might have the same beta as Stock A, and hence be just as nsky in a particlio sense. II. If Stock B is less highty correlated with the market than A, then it might have a lower beta than 5 tock. A, and hence be less risky in a porfotio senie. 1it. If Stock B a less thighly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in it portlolo sense. TV. If 5 tock 8 is evore highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be less ridky in a portfolio sente V. If Stock B is more highly correlated wath the market than A, then it might have a lower beta than 5 tock A, and hence be less rishy in a portiolo iense. c. Assame the rick-free rate as 1.5%. What are the Starpe ratios for Stocks A and B ? bo not round intermediate calculations. Round yeur answers to four decmal ptaces. Stack A. Stock =