B 0 Stocks A and B have the following probability distributions of expected future returns: Probability 0.1 (15%) (29%) 0.1 3 0.5 13 20 0.2 18 0.1 28 40 3. Calculate the expected rate of return, fo, for Stock 8 (A - 11.70%.) Do not round Intermediate calculations. Round your answer to two decimal places. 16.3 % b. Calculate the standard deviation of expected returns, ora, for Stock A (00 - 17.71%) Do not round intermediate calculations. Round your answer to two decimal places 26 9% Now calculate the coefficient of variation for Stock 8. Do not round Intermediate calculations, Round your answer to two decimal places Is it possible that most investors might regard Stock B as being less risky than Stock A? 1. If Stock is tens highly correlated with the market than then it might have a higher beta than stock A, and hence be more risky in a portfolio sense. 11 11 Stock is more highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be less risky in a portfolio sense m. 1 Stock is more highly correlated with the market than A, then it might have a lower beta than stock A, and hence be less risky in a portfolosenses IV. If Stock B is more highly correlated with the market than then it might have the same beta a Stock A, and hence be just as risky in a portfolio sense V. I Stock 3 is less highly correlated with the market than A, then it might have a lower bota than Stock A, and hence be less risky in a portfolio senso Select C. Asume the risk free rate is 1.5%What are the Sharpe ratlos for stocks and by Do not round intermediate calculations, Round your answers to four decimal places Stock A Stock