ron. 1anh. b. Calculate the standard deviations of the returns for Bartman, Reynolds, and the Winslow 5000 . (Hint: Use the sample standard deviation formula, which corresponds to the STDEV.S function in Excel.) Round your answers to two decimal places. c. Calculate the coefficients of variation for Bartman, Reynolds, and the Winslow 5000. Round your answers to two decimal places. d. Assume the risk-free rate during this time was 3%. Calculate the Sharpe ratios for Bartman, Reynolds, and the Index over this period using their average returns. Round your answers to four decimal places. The correct grish it Bartmins tecta. fernolde's beta: Ne Hume betas comevent with your graph? These betin consistent whe the satter daprans. Aerpoldows repured return: Nortobos beta: ron. 1anh. b. Calculate the standard deviations of the returns for Bartman, Reynolds, and the Winslow 5000 . (Hint: Use the sample standard deviation formula, which corresponds to the STDEV.S function in Excel.) Round your answers to two decimal places. c. Calculate the coefficients of variation for Bartman, Reynolds, and the Winslow 5000. Round your answers to two decimal places. d. Assume the risk-free rate during this time was 3%. Calculate the Sharpe ratios for Bartman, Reynolds, and the Index over this period using their average returns. Round your answers to four decimal places. The correct grish it Bartmins tecta. fernolde's beta: Ne Hume betas comevent with your graph? These betin consistent whe the satter daprans. Aerpoldows repured return: Nortobos beta