Question: 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

 The following information provides the expected returns and standard deviations for

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)? Select one: a. SAB; CGM; MDX b. MDX; CGM; SAB c. CGM; SAB; MDX d. MDX;SAB;CGM e. CGM; MDX; SAB

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