Probability 0.1 0.1 0.6 0.1 0.1 A (7%) 5 14 19 39 B (27%) 0 24 29 47 a. Calculate the expected rate of return, TB, for Stock B (TA = 14.00%.) Do not round intermediate calculations. Round your answer to two decimal places. % b. Calculate the standard deviation of expected returns, OA, for Stock A (OB = 18.74%.) Do not round intermediate calculations. Round your answer to two decimal places. % 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 higher beta than 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 a lower beta than Stock A, and hence be less risky in a portfolio sense, III. If Stock B is more highly correlated with the market than A, then it might have th