Use the following information of possible rates of return for Stock A and Stock B to answer the following two questions Recession Recovery Boom -10% 0% +25% +20% +10% -15% 16. What comes closest to Stock A's expected return and Stock B's standard Deviation? A. Stock A's expected return =5% and Stock B's standard deviation 5% B. Stock A's expected return =5% and Stock B's standard deviation-10% C. Stock A's expected return =5% and Stock B's standard deviation 15% D. Stock A's expected return =5% and Stock B's standard deviation = 20% E. Stock A's Expected return =10% and stock B's standard deviation = 20% 17. What comes closest to the correlation coefficient between Stock A and Stock B? B. +0.5 C. 0.0 D.-0.5 E. 1.0 18. What can we conclude about the beta of most stocks? A. B. C. D. E. Most stocks have a beta of zero Most stocks have a beta less than zero but greater than -0.50 Most stocks have a beta less than zero and typically less than -1.00 Most stocks have a beta greater than zero Most stocks do not have betas