Given the following probability distribution, what are the expected return and the standard deviation of returns for Security)? State Pi 0.2 17% 0.3 20% 9% 0.5 16.10%: 4.18% 16.30%: 4.78% 16.10%: 4.58% 16.10%: 4.78% 16.30%: 4.78% Question 20 1 pts You have been scouring The Wall Street Journal looking for stocks that are good values" and have calculated expected returns for five stocks. Assume the risk-free rate (RF) is 4 percent and the market risk premium (rM-rRF) is 3.4 percent. Which security would be the best investment? (Assume you must choose just one.) c. Expected Return - 5.04%, Beta -0.6, Required Return -6.04%. Expected Less Required Return-1.00% a. Expected Return - 9.01%, Beta -0.9. Required Return -7.06%. Expected Less Required Return - 1.95% e. Expected Return - 11.50%. Beta-1.6. Required Return - 9.44%. Expected Less Required Return - 2.06% d. Expected Return - 8.74% Beta - 1.5. Required Return - 9.1%. Expected Less Required Return-0.36% b. Expected Return - 7.06%, Beta--0.2. Required Return -3.32%. Expected Less Required Return - 3.74%