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)? Expected Return Standard Deviation Select one: CGM: SAB; MDX MDX; CGM; SAB c. SAB; MDX; CGM a. Ob. d. e. MDX; SAB; CGM SAB; CGM: MDX MDX 10.5% 5.5% CGM 9.8% 6.5% SAB 10.5% 6.4%