A stock’s returns have the following distributions under different scenarios:
Economic Scenario Probability Corresponding Rate of Return
Bust 0.1 -30%
Below Average 0.1 -14%
Average 0.3 11%
Above Average 0.3 20%
Boom 0.2 45%
1.0
Given this, please calculate the stock’s expected return, standard deviation of returns and the coefficient of variation.