Which of the following statements is the most accurate when comparing options and stock?

The respective Sharpe's ratios indicate the options are a better investment.

The respective Sharpe's ratios indicate the stock is a better investment.

Comparison using the Sharpe's ratio depends on the rate you use for the risk-free return.

Comparing options to the underlying stock isn't feasible.

Stock is less risky, so the return should be higher.