I think I have A and B right. Could you please help with the other questions? thanks!

StorkGA and 9 have the following probability distnbutions of expected future returns: a. Calculate the expected rate of rekurn, ^B, for StockB(rA=14.90%.) Do not round intermediate calculations. Round war answer to two decimal places. Se: b. Calculate the stanjerd deviabon of expected returns, on, for Stock A (on =17,45%.) Do not round intermediate calculotions. Round your answer to two decimal olaces: loc4 Now calculate the coefficient of vanation 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 beto then Stock A, and hence be less risky in a portfolio sense. II. 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 nisky in a portfolio sense. III. 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. TV. 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 o portfolo sense. V. If Stock B is more highly correlated with the market than A, then it might have-a higher beta than 5 tock A, and hence be less nisky in a portfolio sense. C. A5sume the risk free rate is 4.5%. What are the 5 harpe ratios for 5 tocks A and B? Do not round intermediate calculations. Round your answers to four decimal places: 5 tock A: Stock B: Are these calculations consistent with the information obtained from the coefficient of variatian calculations in Part b? 1. 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. It. 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. 111. In a stand-alone nisk sense A is more nisky than B. If S tock B is less highly correlated with the market than A, then it might have a fower beta than Stock A+and hence be less risky in a portfolio sense. IV. In a stand-alone nsk sense A is more 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 portfolia sense. V. In a stand-alone risk sense A is less risky than B. If 5 tock. 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