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

Probability	A		B
0.1	(5	%)	(38	%)
0.2	2		0
0.5	10		18
0.1	23		25
0.1	40		39

Calculate the expected rate of return, , for Stock B ( = 11.20%.) Do not round intermediate calculations. Round your answer to two decimal places.

11.6%

Calculate the standard deviation of expected returns, _A, for Stock A (_B = 19.66%.) Do not round intermediate calculations. Round your answer to two decimal places.

11.86%

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

1.69

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:

I posted the Full question but I already know that 11.6 11.86 1.69 are 100% correct I cannot get Stock A and Stock B I tried 8178.75 and 5269.58 but those are not the answers.