... expected return of 10 percent, a beta coefficient of 0.9, and a standarddeviation of expected returns of 35 percent. Stock Y has an expected return of 12.5 per-cent, a beta coefficient of 1.2, and ... return of 7 percent, a standard deviation of expected returns of 35 percent, a correlation coefficient with the market of Ϫ0.3, and a beta coefficient of Ϫ0.5. Security B has an expected return of ... of return, while a $10 return on a $1,000 investment results in a rate of return of only1 percent. Thus, the percentage return takes account of the size of the investment.Expressing rates of...