Given investments A and B with the following risk return characteristics, which of the following is a correct statement that is the best reason to prefer that investment, and why?
Investment Expected Return Std Deviation of Expected Return
A 12.2% 7%
B 9.8% 5%
A,- it has the highest expected return
A - it has the lowest relative return
B - it has the lowest absolute return
B - it has the lowest coefficient of variation
A - it has the highest coefficient of variation