Security A has an expected return of 0.325% and a standard deviation of 5.644%. Security B has an expected return of 0.338% and a standard deviation of 6.305%. Which security is preferred based on Sharpe Ratio? Assuming risk free rate of 0.09%.

A) Security A is preferred because of its lower standard deviation

B) Security A is preferred because it has a higher Sharpe Ratio

C) Security B is preferred because of its higher return

D Indifferent because both securities have the same Sharpe Ratio

E) Not enough information to decide