stocks A and B have the following probability distributions of expected future returns: a. Calculate the expected rate of return, rB, for S tock B(rA=13.10%.) Do not round intermediate calculations. Round your answer to two decimal places. \&\% b. Calcuiate the standard deviation of expected returns, 0A, for Stock A ( Oa=18.57%.) Do not round intermediate calculations. Round your answer to two decimal places, 6 Now calculate the coefficient of variation for Stock B. Do not round intermediate calculations. 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 more highly correiated with the market than A, then it might have a lower beta than 5 tock A, and hence be less risky in a portfolio sense. II. If Stock B is more highly correlated with the market than A, then it might have the same beta as 5 tock A, and hence be just as risky in a portfolio sense. IIt. If Stock B is less 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. If Stock B is less highly correlated with the market than A, then it might have a higher beta than 5 tock A, and hence be more risky in a portfolio sense. V. If Stock B is more highly correlated with the market than A, then it might have a higher beta than S tock A, and hence be less risky in a portfolie sense. c. Assume the risk-free rate is 2.5%. What are the Sharpe ratios for 5 tocks A and 8 ? Do not round intermediate calculations. Round your answers to four decimal piaces. Stock A: Stock B