mework 11 PM CDT Click here to read the eBook: Stand-Alone Risk EXPECTED RETURNS Stocks A and B have the folliowing probability distributions of expected future returns: (5%) (31%) 0.2 0.2 0.3 0.2 0.1 25 , a. Calculate the expected rate of return, rB+ for Stock B (TA-1 2.40%.) Do not round intermediate calculations. Round your answer to two decimal p b. Calculate the standard deviation of expected returns, aA, for Stock A (e-22.00%.) Do not round intermediate calculations. Round your r to two the coefficilent of variation for Stock 8. Round your answer to two decimal places. d. Is it possible that most investors might regard Stock B as being less risky than Stock A 1. 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 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. 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. IV. If Stock B is less highly V. If Stock B is less highly correlated with the market than A, then it might have a higher beta than Stock A, a market than A, then it might have a lower beta than Stock A, and hence be less risky in a portfolilo sense. nd hence be more risky in a portfollio sense