For b, I was able to get the standard deviation of 78.97 or 8.89 but the system keeps saying I am incorrect. I don't think I can get the correct coefficient if I keep finding the wrong number!

For c. I did get the correct number for stock B but not A and I don't know where I am going wrong.

Module 3: Chapter 8 Homework 8. O Stocks A and B have the following probability distributions of expected future returns: Probability (8%) (26%) 10 a. Calculate the expected rate of return, FB, for Stock B (fA = 10.80%.) Do not round intermediate calculations. Round your answer to two decimal places. 14.70 % b. Calculate the standard deviation of expected returns, OA, for Stock A (08 = 17.78%.) Do not round intermediate calculations. Round your answer to two decimal places. 7.87 % 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? I. 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. II. 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 eta as Stock A, and hence be just as risky in a portfolio sense. C. Assume the risk-free rate is 3.5%. What are the Sharpe ratios for Stocks A and B? Do not round intermediate calculations. Round your answers to four decimal places. Stock A: 93 X Stock B: .63 Are these calculations consistent with the information obtained from the coefficient of variation calculations in Part b? I. In a stand-alone risk sense A is less risky than B. 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. II. In a stand-alone risk sense A is less risky than B. 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. III. In a stand-alone risk sense A is less risky than B. 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. IV. In a stand-alone risk sense A is more risky than B. 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. V. In a stand-alone risk sense A is more risky than B. 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