Which of the Following Measures Captures the Effects of Both

Multiple Choice

Which of the following measures captures the effects of both risk and return, which makes it a better measure than standard deviation for evaluating stand-alone risk in situations where investments differ with respect to both their amounts of total risk and their expected returns?

A) Probability distribution of the investment's returns
B) Expected average rate of returns of the investment
C) Correlation coefficient of one investment with another investment
D) Coefficient of variation
E) Beta coefficient