The selected answer ((D)BOTH STATEMENTS ARE FALSE) is NOT CORRECT, plz help.

Use the following information for Questions 1 through 5: Year Returns of Stock A Returns of Stock B 2019 0.04 0.18 2018 0.18 0.28 2017 0.07 0.09 2016 0.09 0.25 2015 -0.05 -0.20 Based on the information in Questions 1 through 4, which of the following two statements is true? S1: The stand-alone risk of stock A is higher than stock B S2: Based on the coefficient of variation, stock A has a better risk/return trade off S2 is correct but S1 is false S1 is correct but S2 is false 0 0 Both statements are correct Both statements are false