Answer: Coefficient of variation

**Explanation:** - **A. Sharpe ratio:** This measures the excess return (return above the risk-free rate) per unit of standard deviation. It does not directly quantify the risk per unit of mean return. - **B. Standard deviation:** This measures the dispersion of returns around the mean, representing risk. However, it does not provide a ratio of risk to mean return. - **C. Coefficient of variation (CV):** This is the ratio of the standard deviation to the mean return. It directly measures the amount of risk (standard deviation) per unit of mean return, making it the most appropriate metric for this context. **Learning Outcome:** Calculate, interpret, and evaluate measures of dispersion to address an investment problem.

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