25. An analyst gathered the following information about a common stock portfolio:
Arithmetic mean return 14.3%
Geometric mean return 12.7%
Variance of returns 380
Portfolio beta 1.35
If the risk-free rate of return is 4.25 percent, then the coefficient of variation is
closest to:
A. 0.52.
B. 1.36.
C. 1.53.
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