Stociss A and 8 have the following proboblity eistributions of expected future returns: a. Calculate the expected rate of return, rB, for S tock B(rA=12.10%.) Do not round intermediate calculations. Round your answer to two decimal places. b. Calculate the standard deviation of expected returns, on, for Stock A ( 0B=18.61%. D. not round intermediate calculations. Round your answer to two decimal daces. Now calculate the coefficient of variation for stock 6 . Do not round interniediate calculations. Alound your answer to two decimal places, Is it possible that most investors might regard Stock B as being less risky than Stock A? 1. If Stock B is mace highly cocrelated with the market than A, then it might have a lewer beta than Stock A, and hence be less risky in a portfollo sense. 17. 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 tisky in a portfolio sence. III. If Stock B is less highly correiated 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 leis highly correlated with the market than A, then it might have a hagher beta than Stock A, and hence be more risky in a portfolio sense. W. If stock a is more highy correlated with the market than A, then it might have a higher beta than Stock A, and hence be less risky in a portfotio sense. C. Aswame the nikfree rate is 3.5\%. What are the Sharpe ratios for Stocks A and B7 Do not round intermediate calculations. Round your answers to four decimat plachs stackA Stock 13 Are these cakoulations consatent with the infarmatian obtained from the cokficient of varlation caiculations in Part b