The Expected Rate of Return and Standard Deviations, Respectively for Four

Multiple Choice

The expected rate of return and standard deviations, respectively for four stocks are given below:
$\begin{array}{ll}\mathrm{ABC} & 9 \%, 3 \% \\\mathrm{CDE} & 11 \%, 9 \% \\\mathrm{FGH} & 12 \%, 8 \% \\\text { IJK } & 14 \%, 10 \%\end{array}$
Which investment offers the lowest expected return relative to its standard deviation?

A) ABC
B) CDE
C) FGH
D) IJK