The following information provides the expected returns and standard deviations for three portfolios. Using the value of the coefficient of variation, what is the order in which a risk-averse investor would select the portfolios (i.e. from least risky to most risky)? 1 10 MDX CGM SAB Expected Return 10.5% 9.8% 10.5% Standard Deviation 5.5% 6.5% 6.4% Select one: a. CGM; SAB; MDX O b. SAB; MDX: CGM Oc. MDX: CGM; SAB Od. SAB; CGM: MDX Oe. MDX: SAB; CGM 19 Finish