Which of the following is (are) the best dispersion measure(s) to compare the riskiness of Distributions A and B? (Hint: First calculate the means of the two distributions.) Distribution A Losses Probability $100 10.30 $300 0.65 $3,000 0.05 Distribution B Losses Probability $50 0.2 S450 0.7 S500 0.1 Both standard deviation and coefficient of variation O Skewness O Coefficient of variation only Standard deviation only Question 26 2.5 pts Mrs. Smith believes that the price of a particular underlying, currently selling at $30 will decrease substantially in the next six months, so she purchases a European put option expiring in six months on this underlying. This put option has an exercise price of $32 and its premium is $3.10. Which of the following is CORRECT? The present value of the potential credit risk is $2. The current credit risk of the put option seller is $3.10. The current credit risk of this put option only exists at month six. The put option has bilateral credit risk: both parties can be the party who bears credit risk