Will upvote correct answers . I need help solving subparts a. - c.

a. Calculate the expected rate of return, rB, for Stock B(rA=13.50% ) Do not round intermediate calculations, Round your answer to two decimal places. 3% b. Calculate the standard deviation of expected returns, OA, for Stock A (oB =17.78%,) Do not round intermediate calculations. Round your answer to two decima places: 8% Now calculate the coefficient 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 Stock B as being less risky than Stock A? 1. 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, 11. 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. III. 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. IV. 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. V. 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, c. Assume the nisk-free rate is 4.5%. What are the Starpe ratios for Stocks A and B? Do not round intermediate calculationa. Round your answers to four decimal places