单选题 The mean and standard deviation of returns for Stock A is represented below.

Arithmetic Mean
Standard Deviation
Stock A
20%
8%
The coefficient of variation of Stock A is:
  • A. 0.40.
  • B. 3.00.
  • C. 2.50.
【正确答案】 A
【答案解析】CV = Standard Deviation/Mean =(8/20)=0.4.