Seceks A and B have the following probabity distritutisns of expected future returns: b. Calculate the standard devianign of expected retums, ox, for Stock A (ob =19.26 h.) Do not round intermediate calculations. Round your answer to two decimal places. Now calculate the coetficent of variation for Stock B. Do not round intermediate caiculations. Alound your arswer to two decimal places; Is it possible that most investees might regerd 5 tock 8 as being less risky than Stock A? 4. 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. I3. If stock 8 is less highly correlated with the market than A, then it might have a higher beta than 5 sock A, and hence be more risky in a portlolio sense. IIt. If Stock 6 is mere highty correlated with the market than A, then it might have a Nigher beta than siock A, and hence be less risky in a gortiolo sense. W. If steck 8 is more highey correlated with the market than Ai then it might have o lower beta than Stock A4 and hence be less risky in a portfoto sense, Q. it sceck 6 is more highty correlated with the market than A, then it might have the same beta as Stock A, and hence be just as isky in a portifolo sense. c. Assume the risk-free rate is 2.5%. What are the 5 harpe ratios for 5 tocks A and B7 Do not round intermediate cavoulation. Found your answers to four decimal places. Steck A1 Stock B: Are these calculetions consistent with the information ostained from the coelficient of variation calculations in Part b