Do you think you could help me with this please? I am not sure how to do it. Thank you!

Stocks A and B have the following probability distributions of expected future returns: A B Probability 0.1 (10% 6 16 (26%) 0 0.2 0.5 22 0.1 20 29 40 0.1 a. Calculate the expected rate of retum, TB, for Stock B(A = 13,50%.) Do not round intermediate calculations. Round your answer to two decimal places. 15.3 % h. Calculate the standard deviation of expected returns, a, for Stack A (978 = 17.86%.) Do not found intermediate calculations. Round your answer to two decimal places. 2% 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? I. IF Stock B 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 II. If Stock B is more highly correlated with the market ther A, then it might have the same bete as Stock A, and hence be just as risky in a portfolio sense. III. If Stock 3 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. IV. If Stock B 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. V. If Stock 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 portfolio sense. Select C. Assume the risk-free rate is 3.5%. What are the Sharpe raties for Stocks A and B? Do not round intermediate calculations. Round your answers to four decimal places. Stock A: Stock B: Are these calculations consistent with the information obtained from the coefficient of variation calculations in Part b? I. In a stand-alone risk sense A is less risky than B. If Stock B 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. II. In a stand-alone risk sense A is more risky than 6. Tf Stack B is less highly correlated with the market than A, then it might have a lower het than Stock A, and hence be less risky in a portfolio sense III. In e stand-alone risk sense A is more risky than 3. If Stock B 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. IV. In a stand-alone risk sense A is less risky than 3. If Stock B is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sense. V. In a stand-alone risk sense A is less risky than B. If Stock B 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. -Select. V