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

a$.$ Calculate the expected rate of return, $r_B,$ for Stock $B(r_A=10\mathrm{.}60\%.)$ Do not round intermediate calculations. Round your answer to two decimal places.

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b$.$ Calculate the standard deviation of expected returns, ${}_A,$ for Stock $A({}_B=19\mathrm{.}01\%.$ Do not round intermediate calculations. Round your answer to two decimal places.

$\%$

c$.$ Now calculate the coefficient of variation for Stock B$.$ Round your answer to two decimal places.

d$.$ Is it possible that most investors might regard Stock $B$ as being less risky than Stock $A?$

I. If Stock $B$ is less highly correlated with the market than $A,$ then it might have a higher beta than Stock $A,$ and hence be more risky in a portfolio sense.

II$.$ If Stock B is more highly correlated with the market than $A,$ then it might have a higher beta than Stock $A,$ and hence be less risky in a portfolio sense.

III. If 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$.$ If Stock B 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 sense.

V$.$ 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.