Probability 0.1 (9%) (39%) 0.2 > 0 0.4 16 24 0.2 21 30 34 45 a. Calculate the expected rate of retur, , br Stock B (A = 13.70%) Do not round Intermediate calculations. Round your answer to two decimal places h. Calculate the standard deviation of expected retums, on for Stock A (OL- 22.429.) Do not round intermediate calculations. Round your answer to two decimal places 0.1 % % Now calculate the coefficient of variation for Stock 8. 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 is less highly correlated with the market than A, then it might have a higher beta then Stock A, and hence be more risky in a portfolio sense. 11. 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. III. 1 Stock 8 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 IV. 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. If Stock is less highly correlated with the market than A, then it might have a lower beta thon Stock A, and hence be less risky in a portfcilio sense. -Select- c. Assume the risk-free rate is 2.5% What are the Sharpe ratios for Stocks A and B? Do not round Intermediate calculations, Round your answers to four decimal places. Stock A: Stock