Brian would like to expand his portfolio and is comparing two stocks. Stock A offers an expected return of 8%, a standard deviation of 4%, and a beta coefficient of 0.96. Stock B offers an expected return of 10%, a standard deviation of 6%, and a beta coefficient of 1.10. Which stock would be the best choice for Brian?

A)

Stock B, because it has a lower coefficient of variation

B)

Stock A, because it has a lower coefficient of variation

C)

Stock A, because it has a higher coefficient of variation

D)

Stock B, because it has a higher coefficient of variation