An investor is considering investing in only one of the following securities:
A B C
Expected Return 0.10 0.10 0.15
Standard Deviation 0.05 0.06 0.09
Which of the following statements is true?
A. Security B is relatively less risky than Security C.
B. Securities B and C are of equal relative risk.
C. Security C is more desirable than Security A if the investor is very risk-averse.
D. Securities A and B are equally desirable if the investor is risk-averse.