You are attempting to choose between stock A and stock X.

Stock A has an expected return of 9%, a standard error of 25, and a beta of 1

Stock X has an expected return of 12% and a standard error of 28, and a beta of .90

From the perspective of stand alone risk:

Select one or more:

a. Stock X is riskier because it has a higher expected return

b. Stock A is riskier because it has a higher coefficient of variation

c. Stock A has the same level of risk as stock X

d. Stock X is riskier because it has a higher standard deviation

e. Stock A is riskier because it has a higher beta