The table below gives statistics relating to a hypothetical 10-year record of two portfolios.Assume other statistics relating to these portfolios are the same and the risk-free rate is 3.5%.Using the coefficient of variation and the Sharpe ratio,the fund that is preferred in terms of relative risk and return per unit of risk is 
A) Portfolio A since it has a higher coefficient of variation and a lower Sharpe ratio.
B) Portfolio A since it has a lower coefficient of variation and a higher Sharpe ratio.
C) Portfolio B since it has a higher coefficient of variation and a lower Sharpe ratio.
D) Portfolio B since it has a lower coefficient of variation and a higher Sharper ratio.
Correct Answer:
Verified
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