Consider the following two probability distributions of expected future returns for stocks A and B : For each row in the table, indicate the approximate value of the product of the probability multiplied by the squared difference between return and the expected rate of return for stock A. Using your answers from the previous part of the question, the variance of the expected returns for stock A is approximately while the standard deviation of expected returns for stock A is approximately % Let represent the standard deviation of a stock's returns and r^ represent the expected returns of that stock. The formula for calculating the coefficient of variation for a stock's return is . Using this formula, along with your calculations in the previous parts of the problem, the coefficient of variation of stock B is approximately