You have been given the price at t=0 (Po) and probability distribution for the price at t=1 (P.) for three stocks: Po P1 Boom (30%). Normal (50%) 70 60 50 35 55 50 55 30 45 Recession (20%) 50 20 40 Stock A Stock B Stock C a. What is the expected holding-period return for each stock? b. What is the expected standard deviation for each stock? c. Suppose the risk-free rate of return is 2%. What is the Sharpe ratio for each stock? A. 61-55= 109 d. Which stock will you choose to hold? 53