The expected return on Stock X and Stock Y are the same (10%). The standard deviation of Stock X is 25% and the standard deviation of Stock Y is 20%. Which of the following statements is correct?

Group of answer choices

Since both stocks have the same expected return, their risk profiles are the same.

Stock Y has less risk as implied by the coefficient of variation.

Stock Y has more risk per unit of return than Stock X

Stock X has less risk as implied by the coefficient of variation.