Calculate the expected return, the standard deviation of the return, and the coefficient of variation. (Notice that to make the calculations manageable, we've made the unrealistic assumption that the probability distribution of returns is discrete.) Round the answers to two decimal places.

Expected return: % Standard deviation: % CV:

The probability distribution of the return on an investment in Omega Inc.'s common stock is shown in the table.

Return	Probability
5%	0.05
8	0.25
10.5	0.40
12	0.25
15	0.05