Frankfurt-Bismarck Company common stock is currently selling for $20 per share. Security analysts at Compuser Analysts have assigned the following probability distribution to the price of (and rate of return on) Frankfurt-Bismarck stock one year from now:

Price	Rate of Return	Probability
$16	-20%	0.25
20	0%	0.30
24	+20%	0.25
28	+40%	0.20

Assuming that Frankfurt-Bismarck is not expected to pay any dividends during the coming year, determine the coefficient of variation for the rate of return on Frankfurt-Bismarck stock.

0.0 2.68 2.61 0.275