Stocks A and a hove the following probability diteributions of expected future returns: Now ciloulate the coefficient of varabion for Stock B. Do ast round intemedate caicilations dound your arower to two decimal places. Is is potsible thet most imestons might regard steck b as being less risky than Stock A? 1. If Stock B is less heghy comreuted wits the market than A, then it might have a lower beta than Stock A, and hence be less ribky in a portfolo semse. II. Ir Stock b is less highy correlated with the maket than A, then it might have a higher beta than S tock A, and hence be more risky in a portfolio serse [I. It Stock B is more Aighly correlated with the market than A, then is might have a higher beta than 5 tock A, and hence be less riaky in a portfolio sense N. If stock B is moce highly correiated with the market than A, then is might have a lower beta than 5 stock A, and bence be leis raky in a perdfio sense. W. If stock a is more highiy correlated with the market thas A, then it might have the same beta as stock A, and hence be fust is risko in a portfolio sense. stsek: Stock B: Wre these calculations censibtent with the infarmation obtaked from the coefficient of variation calculationt in Part b? 1. In a machs-aisee hak sense A is more fiaky than B. If Stock n is less highly conrebted with the maket than A, then it might Nove a higher bela than StodeA, and hever be mare risher in a sence. serist F. In a stand-alone riak sense A is less nsky than B. If Stock B is less Highly correlated with the market than A, then it might huve a Nigher beta than Stock A, and hence be more rtaky in a p