Expected rate of return -f = P_1 r_1 + P_2 r_3 + + P_pi r_N = sigma^N_ P_i r_i The an probability distribution, the level its risk. Two useful measures of stand alone risk are standard deviation and coefficient of variation. standard deviation is a statistical measure of the variety of a of observation as shown below: Standard deviation = sigma = squareroot sigma^N_ (r_1 - r)P_i If you have a sample of actual data, then the standard deviation calculation would be changed as follows: Estimated sigma = squareroot sigma^N_ (r_1 -)^/N - 1 The coefficient of variation is a better measure of risk than standard deviation because it is a standardized measure of risk per unit: It is calculated as the divided by the expected return. The coefficient of variation the risk per unit of return, as it provides meaningful risk measure when the expected return on the alternatives are not you are given the following probability distribution for Enterprise What is the stock's expected return? Round your answer to 2 decimal places. Do not round calculations. % What is the stock's standard deviation? Do not round calculations. What is the stock's coefficient of variation? Do not round calculations