The Expected Value, Standard Deviation of Returns, and Coefficient of Variation

Multiple Choice

The expected value, standard deviation of returns, and coefficient of variation for asset A are (See below.) Asset A

A) 10 percent, 8 percent, and 1.25, respectively.
B) 9.33 percent, 8 percent, and 2.15, respectively.
C) 9.35 percent, 4.68 percent, and 2.00, respectively.
D) 9.35 percent, 2.76 percent, and 0.295, respectively.