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

Probability A B

$0\mathrm{.}1(8\%)(34\%)$

$0\mathrm{.}250$

$0\mathrm{.}51618$

$0\mathrm{.}12329$

$0\mathrm{.}13438$

a$.$ Calculate the expected rate of return, $,$ for Stock B $(=13\mathrm{.}90\%.)$ Do not round intermediate calculations. Round your answer to two decimal places.

$\%$

b$.$ Calculate the standard deviation of expected returns, $\backslash$sigma A$,$ for Stock A $(\backslash$sigma B $=18\mathrm{.}84\%.)$ 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.$=$

c$.$ Assume the risk$-$free rate is $4\mathrm{.}5\%.$ 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: