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
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)? R & E Portfolio CMD Portfolio S & B Portfolio Expected Return 9.1% 8.2% 7.5% Standard Deviation 4.2% 3.5% 3.4% Select one: O a. R & E Portfolio; S & B Portfolio; CMD Portfolio O b. CMD Portfolio; S & B Portfolio; R & E Portfolio O c. R & E Portfolio; CMD Portfolio; S & B Portfolio O d. CMD Portfolio; R & E Portfolio; S & B Portfolio O e. S & B Portfolio; CMD Portfolio; R & E Portfolio

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