Stosiks A and I have the following probability distributions of expected future returns: 3. Calculate the expected rate of retum, rB, for 5 tock B(FA=13.10%.) Do not round intermediate calculations. Round your answer to two decimal places. b. Calculate the standard deviation of expected returns, 2, for Stock A(3=19.64%.) Do not round intermediate calculations. Round your answer to two decimal nlaces. o Now calculate the coeffcient 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 5 tock B as being less risky than Stock A ? 1. If stock B is more highty correlated with the market than A, then it might have a higher 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 a lower beta than stock A, and hence be less risky in a portfolio sense. III. If 5 tock B is more highly correlated with the market than A, then it might have the same beta os stock A, and hence be just as risky in a portiolio sense. IV. If Stock B is less highly correfated with the market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolio sanse. W. If Stock B is less highly corretated with the market than A, then it might have a higher beta than stock A, and hence be more risky in a portiolio sense. c. Assume the risk-free rate is 1.5\%. What are the Sharge ratios for Stocks A and B. Do not round intermediate calculations. Rouind your answers to four decimal places. Stock A Stock B