HW help please.

You just construct a portfolio AJ where you invest $1000 in Security A and $4000 in Security J. The portfolio has an expected return of 0.22 and a variance of 0.0016. Which of the following statements is correct? Select one: a. Portfolio AJ has a CV of 0.18 and is a worse investment than portfolio Y that has a SD of 5% o b. Portfolio AJ has a CV of 0.07 and is a worse investment than portfolio X that has an expected return of 20% o c. Portfolio AJ has a CV of 0.18 and is a worse investment than portfolio F that has a CV of 0.10 X X d. Portfolio AJ has a CV of 0.25 and is a worse investment than portfolio Z that has a SD of 0%. e. Portfolio AJ has a CV of 0.18 and is a worse investment than portfolio P that has a CV of 0.25. X