The mean monthly return on a sample of small stocks is 4.56% with a standard deviation of 3.56%. What is the coefficient of variation? Statistical Concepts and Market Returns The mean monthly return on a sample of small stocks is 4.56% with a standard deviation of 3.56%. What is the coefficient of variation?A) 128%.B) 84%.C) 78%.Answer: C Learn More : Share this Share on FacebookTweet on TwitterPlus on Google+