Stock A has an expected return of 12% and a standard deviation of 3%. Stock B has an expected return of 15% and a standard deviation of 8%. Stock C has an expected return of 8% and a 2.5% standard deviation. Which of the following statements is most correct?

A. We would prefer to invest in Stock B because it has the highest return.

B. We would prefer to invest in stock C because it has the lowest risk.

C. We would prefer to invest in Stock A because it has the lowest CV.

D. We would prefer to invest in Stock B because it has the highest CV.