Expected returns Stocks A and B have the following probability distributions of expected future returns: Calculate the expected rate of return, r_B, for Stock B (r_A = 12.50%.) Do not round intermediate calculations. % Calculate the standard deviation of expected returns, sigma_A, for Stock A (sigma_B = 18.48%.) Do not round intermediate calculations. % Now calculate the coefficient of variation for Stock B. Is it possible that most investors might regard Stock B as being less risky than Stock A? 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. 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.. 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. 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. 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