Given Investments a and B with the Following Risk Return

Multiple Choice

Given investments A and B with the following risk return characteristics,which one would you prefer and why?
$\begin{array}{ccc}\text { Investment } & \text { Expected Retumn } & \begin{array}{c}\text { Standard Deviation } \\\text { of Expected Returns }\end{array} \\\hline \mathrm{A} & 12.2 \% & 7 \% \\\mathrm{R} & 8.8 \% & 5 \%\end{array}$

A) Investment A because it has the highest expected return.
B) Investment A because it has the lowest relative risk.
C) Investment B because it has the lowest absolute risk.
D) Investment B because it has the lowest coefficient of variation.
E) Investment A because it has the highest coefficient of variation.