- \begin{tabular}{l} y. 11 17 \\ \hline \end{tabular} cisin at: 4.74 =1+6 3ecks A atd t Bare Gef following trobabity dstributions of expected huture reburns: Is is fotitie that most mesars might regard stock 8 at being lets rithy than stock an? 13. If stock f is less kichiy serreised with the market than A, then it might hare a lowet bota than stock A, and bence be less nisky in a portfolis sense. Is it possitin that most investern mighe regard stock a as being less risky than Stodk A? 1. If stock a is moro highly correlated with the market than A, thea it thight have a lower beta than 5 tock A, and hence be less ritky in a portfolo serise. 13. If Stocic 8 is more highly cortelated whh the market than A, then it might have the came beta as 5 tock A, and hence be just as risky in a portfolie sense. 13. If Stock 8 is less tighly correlated with the market than A, then it might have a lower beta than 5 tock A, and hence be less risky in a portfollo sense. N. II Stock 0 is less highty correlated with the market than A, then it might have a higher beta than 5 tock A, and hence be mere tiaky in a portiolis sense. 4. If Stock B is more highly correlated wath the ruarket than A, then it might have a Higher beta than 5 tock A, and hence be less risky in a poctfolio sense. C. Assume the risk.tree rate is 1.5%. What are the Sharpe ratios for 5 tocks A and By Da not round intermedate calculations. Round your answers to four decimal places. stock A. sin6B 3 Ace trese ceiculations corsistent with the indormatien obtained from the ceeficent of variation celoulabons in Part b