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?

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.