The expected rate of return for the stock of Cornhusker Enterprise is 20%, with a standard deviation of 15%. The expected rate of return for the stock of Mustang Associates is 10%,m with a standard deviation of 9%. The riskier stock is
a. Cornhusker because its return is higher.
b. Cornhusker because its standard deviation is higher.
c. Mustang because its standard deviation is higher.
d. Mustang because its coefficient of variation is higher.
Answer: d