c. Assume the risk-free rate is 4.5%. What are the Sharpe ratios for Stocks A and B? Do not round intermediate calculations. Round your answers to four decimal places. Stock A: Stock B: Stocks A and B have the following probubility distributions of expected future returns: a. Calculate the expected rate of return, TB, for 5 tock 8 ( FA=13.004s ) Do not round intermediate caculations. Round your answer to two decimal places. (3)% decimal places. Now calculate the coefficient of variation for Stock B. 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 Scock B 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 portfolo sense. I1. If Stock 8 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 portfolio sense. 111. If Stock B is more highly correlated with the matket than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sense. TV. If 5 tock 8 is less highly correlated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sense. V. If Stock 8 is less highly correlated with the market than A, then it might have a higher beta than Stock A, and hence be more risky in a portfolio sense. c. Assume the riskefree rate is 4.5%. What are the Sharpe ratios for Stocis A and B? Do not round intermediate caiculations. Rouind your answers to four. decimal placesi, Stock A: stock B