lag question

Question text

Ali invests 70% of his portfolio in Qibla Cola and 30% in Sahabah Shoes. The expected dollar return on Qibla Cola is 15% with a standard deviation of 23%, while for Sahabah shoes its 40% with a standard deviation 51%. By assuming beta of Qibla Cola is 0.9 and beta of Sahabah Shoes is 1.3, T-bills rate is 5% and the market premium risk is 7%, do the following: Based on the above data, what is Sahabah's coefficient of variation?

Select one:

a. 0.78

b. 1.275

c. 0.65

d. 0.85

e. 1.53