thablnty' ' ' 'A ' 'B ' 0.1 (5%) (39%) _ 0.2 2 o _ 0.4 1'5 ' 13 0.2' 19 30 0.1 32 39 3 Calculate the expected late of return, $3, for Stock B ('3; a 12.90%.) Do not round intermediate calculations. Round your answer to two decimal places. ' \"In . [1' Calculate the standard deviation of expected returns, cu, for Stodt A ice I: 20. 97%. } Do not round lntermedIate calcuhtions. Round your answer to two decimal places t 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. * m. 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'ml'ght have a lower beta than Stock A, and hence be less risky in a portfolio sense, rSelezt- }