A company faces the following probability distribution:

State of the Economy	Probability of this State Occurring (pi)	Rate of Return if this State Occurs (ki)
Boom	0.2	16%
Normal	0.6	12%
Recession	0.2	8%

What is the standard deviation (STDEV) and the coefficient of variation (CV) on the company's stock?

a	STDEV = 2.53% and CV = 0.21
b	STDEV = 5.66% and CV = 2.12
c	STDEV = 2.53% and CV = 4.74
d	STDEV = 6.40% and CV = 0.53
e	STDEV = 5.66% and CV = 0.47