A.stock's returns have the following distribution: Rssume the riskifree rate is 3\%. Calculate the stock's expected return, standard devlation, coefficient of variation, and Sharpe ratio, Do not round intermediate calculations, Round your answers to two dedmal places: Stock's expected raturn: Standard deviation: Whir Coefficent of variation: Sharpe ratio: Calculate the required rate of return for Mudd Enterprises assuming that investors expect a 3.3%, rate of intlation in the future. The real risk-free rate is 1. 5%, and the market risk premium is 8.0\%. Mudd has a beta of 1.2, and its realized rate of retum has averaged 14.0% over the past 5 years. Round your answer to two decimal places