The table below contains information on the expected return and standard deviation of three securities, A, B and C.

Security	Expected return (%)	Standard deviation (%)
A	10	7
B	15	9
C	20	10

An investor wants to choose any one of the following three options:

I) II) III)

Investing entirely in security A Investing entirely in security B Investing 50% of the amount in security A and 50% in security C. Correlation coefficient between the returns of security A and C is 1.

Required

i)	Determine the coefficient of variation for each of the three options (6 marks) Recommend the best option for the investor (2 marks)
ii)