An analyst has estimated how a particular stock's return will vary depending on what will happen to the economy:

State of	Probability of	Stock's Expected Return
the Economy	State Occurring	if this State Occurs
Recession	0.10	-60%
Below Average	0.20	-10
Average	0.40	15
Above Average	0.20	40
Boom	0.10	90

What is the coefficient of variation on the company's stock?

	a.	2.121
	b.	3.727
	c.	2.472
	d.	3.334
	e.	2.201