Expected returnsstocks a and b have the following probability distributions of expected future returns: probability a b0.1 -5% -26%0.2 4 00.3 12 220.3 22 280.1 36 41calculate the expected rate of return, rb, for stock b (ra = 14.10%.) do not round intermediate calculations. round your answer to two decimal places.% the standard deviation of expected returns, σa, for stock a (σb = 18.54%.) do not round intermediate calculations. round your answer to two decimal places.% calculate the coefficient of variation for stock b. round your answer to two decimal it possible that most investors might regard stock b as being less risky than stock a? select one from belowif 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. 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.