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tudy Tools O eBook Problem Walk-Through 4 O A-Z Stocks A and B have the following probability distributions of expected future returns: O Probability A 6 O 0.1 (12%) (27%) 7. 0.1 O 5 0 ess Tips 0.6 14 20 8 O 0.1 22 30 ss Tips O 0.1 33 48 10 O a, Calculate the expected rate of return, TB, for Stock B (TA = 13.20%.) Do not round Intermediate calculations. Round your answer to two decimal places. for a FREE 7- % 11 O ND ge Unlimited b. Calculate the standard deviation of expected returns, GA, for Stock A (os = 18.46%.) Do not round intermediate calculations. Round your answer to two Inlimited 12. O decimal places. oks % 13 O Free Now calculate the coefficient of variation for Stock B. Do not round intermediate calculations. Round your answer to two decimal places. 14 O more 15 O Is it possible that most Investors might regard Stock B as being less risky than Stock A? 16 O 1. 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. 17 O II. 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. III, 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. ack 18 O IV. 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. V. 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. 19 O A -Select- v 20 O c. Assume the risk-free rate is 4.5%. What are the Sharpe ratios for Stocks A and B? Do not round intermediate calculations, Round your answers to four 21 O decimal places. 22 O Stock A: O 23. O Stock B: Are these calculations consistent with the information obtained from the coefficient of variation calculations in Part b