Bass is considering two portfolios: 1) Portfolio A with a return of 13.7% and a standard deviation of 8% and 2) Portfolio B with a return of 7% and a standard deviation of 3%. Which of these two portfolios provides the least risk per unit of return? Portfolio A with a Coefficient of Variation (CV) of 1.7125 Portfolio B with a Coefficient of Variation (CV) of 2.33 Portfolio A with a Coefficient of Variation (CV) of .584. Portfolio B with a Coefficient of Variation (CV) of .429