Stocks A and B have the following probability distributions of expected ture returns: Probability B 0.2 (10%) 0.3 (279) 0 0.2 15 19 0.2 22 26 0.1 28 41 2. Calculate the expected rate of return, th, for Stock B (A = 9.10%.) Do not round intermediate calculations. Round your answer to two decimal places b. Calculate the standard deviation of expected returns, ca for Stock A (O = 21.49%.) Do not round intermediate calculations. Round your answer to two decimal pla Now calculate the coefficient of variation for Stock B. Round 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 less highly correlated with the market than A, then t might have a higher beta thon Stock A, and hence be more risky in a portfolio sense. IL 11 Stock B is more highly correlated with the market than A, then it might have a higher beta thon Stock A, and hence be less risky in a portfolio sense. m. 1 Stock B is more highly correlated 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. Ir stock is more highly correlated with the market than A, then it might have the same beta as Stock A, and hence be just as risky in a portfolio sende V 11 Stock B is less highly correlated with the market than A, then I might have a lower beta than Stock A, and hence be less risky in a portfolio sense Assume the risk-free rate is 4.0%. What are the Sharpe ratios for Stocks A and B? Do not round intermediate calcutations, Round your answers to two decimal place Stock Stock