Stock A has an expected return of 15 percent and the standard deviation of its returns is 20 percent. Stock B has an expected return of 10 percent and the standard deviation of its returns is 30 percent. Which stock would the risk averse investor choose to purchase?

A) Stock A because its coefficient of variation of 1.33 is less than Sock Bs coefficient of variation.

B) Stock B because its coefficient of variation of 3.00 is less than Stock As coefficient of variation.

C) Stock A because its coefficient of variation of 1.33 is greater than Stock Bs coefficient of variation.

D) Stock B because its coefficient of variation of 3.00 is greater than Stock As coefficient of variation.

E) Stock A because its coefficient of variation of 0.75 is less than Stock Bs coefficient of variation.