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A stock's returns have the following distribution: places. Stock's expected return: % Standard deviation: % Coefficient of variation: Sharpe ratio: P Post Submission Feedback Solution r^^=(0.1)(46%)+(0.1)(14%)+(0.3)(11%)+(0.3)(27%)+(0.2)(47%)=14.80%2=(46%(14.80%))2(0.1)+(14%(14.80%))2(0.1)+(11%(14.80%))2(0.3)+(27%(14.80%))2(0.3)+(47%(14.80%))2(0.2)2=0.070896;=26.63%.CV=14.80%26.63%=1.80. Sharpe ratio =(14.80%3.00%)/26.63%=0.44. Note: While the calculations above show values to 2 decimal places, unrounded values should be used in your calculations. Solution Correct Response A stock's returns have the following distribution: decimal places. Stock's expected return: % Standard deviation: % Coefficient of variation: Sharpe ratio