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In theory, which one of the following should have the lowest coefficient of variation? a. The stock return for Procter and Gamble b. The S&P

In theory, which one of the following should have the lowest coefficient of variation?

a.

The stock return for Procter and Gamble

b.

The S&P 500 Index

c.

The risk-free rate on the 2-year constant maturity treasury note

d.

The Russell 2000 index

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