Question
Given the information in the table, which of the following statements is CORRECT? Stock A Stock B Stock C Coefficient of Variation 7.80 2.00 2.33
Given the information in the table, which of the following statements is CORRECT?
Stock A | Stock B | Stock C | |
Coefficient of Variation | 7.80 | 2.00 | 2.33 |
Sharp Ratio | 0.05 | 0.38 | 0.32 |
A. Stock A has the least stand-alone risk because it has the lowest Sharpe ratio and the highest coefficient of variation
B. Stock B has the least stand-alone risk because it has the highest Sharpe ratio and the lowest coefficient of variation.A. Stock A has the least stand-alone risk because it has the lowest Sharpe ratio and the highest coefficient of variation. Sharpe ratio 0.05 0.38 0.32
C. Stock C has the least stand-alone risk because it has the highest Sharpe ratio and the lowest coefficient of variation.
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