Stocks A and B have the following probability distributions of expected future returns: Probability Stock A Returns Stock B Returns (10%) (35%) 2% 0% 12% 20% 20% 25% 38% 45% Assume that the expected rate of return of stock A is 12%, and the expected rate of return of stock B is 14%, calculate the standard deviation of the expected returns of stock A (OA). 0.1 0.2 0.4 0.2 0.1 Select one: O a. 20.35% O b. 14.8% O c. 12.20% O d. 8.25% O

Stocks A and B have the following probability distributions of expected future returns: Assume that the expected rate of return of stock A is 12%, and the expected rate of return of stock B is 14%, calculate the standard deviation of the expected returns of stock A(A). Select one: a. 20.35% b. 14.8% c. 12.20% d. 8.25%