8-2. Calculate the (a) expected return, (b) standard deviation, and (c) coefficient of variation for an investment with the following probability distribution: Probability 0.45 0.35 0.20 Payoff 32.0% -4.0 -20.0 8-5. Which of the following investments has the greater relative risk? Investment Expected Return, 16.0% 0 27. Standard Deviation, 7.0% 13.0 8-8. Currently, the risk-free return is 3 percent, and the expected market rate of return is 9 percent. What is the expected return of the following three-stock portfolio? Amount Invested Beta $350.000 1.0 250.000 400,000 0.2 8-13 Sharon's portfolio, which is valued at $200,000, contains six stocks and has a beta coefficient equal to 1.5. Later today, Sharon is going to sell one of the stocks in her portfolio for $40,000. After the sale, the portfolio's beta will be 1.3. What is the beta coefficient of the stock that Sharon plans to sell? 8-15. Suppose the risk-free rate of return, el, is 4 percent, and the market return, el, is expected to be 12 percent. What is the required rate of return for a stock with a beta coefficient, B. , equal to 2.5