24.

Assume that two investments have the following expected returns and standard deviations:

Investment A: standard deviation = 0.4, expected return = 0.10 Investment B: standard deviation = 0.3, expected return = 0.08

Which of the following is correct?

Question 24 options:

	Investment B is more attractive because it has a lower coefficient of variation.
	Investment A is more attractive because it has a higher coefficient of variation.
	Investment A is more attractive because it has a lower coefficient of variation.
	It is not possible to tell from the data provided which investment is more attractive.
	Investment B is more attractive because it has a higher coefficient of variation.