Consider the following two probability distributions of expected future returns for stocks A and B: Probability Return Stock A Stock B (96) (96) -29% 0.1 -7% 0.2 0.4 0 0,4 2.4 4 0.2 4 5 0.1 7.6 9 Suppose you know that the expected rate of return for stock A is 2.4% and would like to calculate the expected return for stock B. For each row in the table, indicate the approximate value of product of the rate of return for stock 8 multiplied by the probability of that return. Return Stock B (96) PX (96) Probability 0.1 -7% -0.7 W 0.2 o 0 0.4 4 1.6 0.2 5 0.5 0.1 9 0.9 Using your answers from the previous part of the question, the expected rate of return for stock B is approximately 2.8 %. Suppose you know that the standard deviation of expected returns for stock B is 4.0694% and would like to calculate the standard deviation of expected returns for stock A. Hint: Recall that the expected rate of return for stock A is 2.4%. For each row in the table, indicate the approximate value of the product of the probability multiplied by the squared difference between the rate of return and the expected rate of return for stock A. Return Stock A (96) -2% Probability 0.1 Pix (r: -F) 0.2 0.4 0.4 2.4 0.2 4 0.1 7.6 while the Using your answers from the previous part of the question, the variance of the expected returns for stock A is approximately standard deviation of expected returns for stock A is approximately Let or represent the standard deviation of a stock's returns and represent the expected returns of that stock Using this formula, along with your calculations in the The formula for calculating the coefficient of variation for a stock's return is previous parts of the problem, the coefficient of variation of stock 8 is approximately