b) Given the following possible returns (dividends plus capital gains) over the coming year from a $10,000 investment in General Taylor plc common stock: State of economy Return Probability Return Recession 0.2 -$1,000 Normal year 0.6 E1,500 15 Boom 0.2 E2,500 Required (i) Calculate the expected return. 1 - 2 + 9 + 5 = 17 %.. (3 marks) (ii) Calculate the standard deviation of returns. (3 marks) (iii) Calculate the Coefficient of variation