Stocks A and B have the following probability distributions of expected future returns a. Calculate the expected rate of return, rB. for stock B (rA = 12.50%.) Do not round intermediate calculations. 9.3 % b. Calculate the standard deviation of expected returns, sigma A, for Stock A (sigma B = 27.80%.) Do not round intermediate calculations., 12.13 % c. Now calculate the coefficient of variation for Stock B. 298.93 d. Is it possible that most investors might regard stock B as being less risky than Stock A? I. If stock 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. II. 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. III. If stock B is more highly correlated with the market than A, then it might have the same beta as Stock A. hence be just risky in a portfolio sense. IV. 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. V. If Stock B is less highly correlated with the market than A, then it might have a higher beta then stock