Question: 1) Security A has a higher standard deviation of returns than security B. We would expect that: I Security A would have a higher risk

1) Security A has a higher standard deviation of returns than

1) Security A has a higher standard deviation of returns than security B. We would expect that: I Security A would have a higher risk premium than security B. II. The likely range of returns for security A in any given year would be higher than the likely range of returns for security B. 0:32 - III. The Sharpe ratio of A will be higher than the Sharpe ratio of B. A) II and III on ly B) I, II, and III C) I and II only D) I only

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