Stocks X and Y have the following probability distributions of expected future returns: a. Calculate the expected rate of return, r_y, for Stock Y (r_x = 11.50%.) b. Calculate the standard deviation of expected returns, sigma_x, for Stock X (sigma_y = 17.44%.) c. Now calculate the coefficient of variation for Stock Y. d. Is it possible that most investors might regard Stock Y as being less risky than Stock X? I. If Stock Y is more highly correlated with the market than X, then it might have the same beta as Stock X, and hence be just as risky in a portfolio sense. II. If Stock Y is less highly correlated with the market than X, then it might have a lower beta than Stock X, and hence be less risky in a portfolio sense. III. If Stock Y is less highly correlated with the market than X, then it might have a higher beta than Stock X, and hence be more risky in a portfolio sense. IV. If Stock Y is more highly correlated with the market than X, then it might have a higher beta than Stock X, and hence be less risky in a portfolio sense. V. If Stock Y is more highly correlated with the market than X, then it might have a lower beta than Stock X, and hence be less risky in a portfolio sense