Stocks A and B have the following probability distributions of expected future returns:

Probability A B

0.1 (9 %) (28 %)

0.1 6 0

0.6 11 18

0.1 18 29

0.1 34 48

Calculate the expected rate of return, , for Stock B ( = 11.50%.) Do not round intermediate calculations. Round your answer to two decimal places.

______%

Calculate the standard deviation of expected returns, A, for Stock A (B = 18.46%.) Do not round intermediate calculations. Round your answer to two decimal places.

______%

Now calculate the coefficient of variation for Stock B. Do not round intermediate calculations. Round your answer to two decimal places.

______%

Assume the risk-free rate is 1.5%. 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 B: _____