Answer that is selected is wrong

Which one of the following statements is correct based on the historical record for the period 1926-2019? Multiple Choice Long-term government bonds were less volatile than intermediate-term government bonds. The standard deviation of returns for small-company stocks was double that of large-company stocks. Inflation was less volatile than the returns on U.S. Treasury bills. Long-term government bonds had a lower return but a higher standard deviation, on average, than did long-term corporate bonds. U.S. Treasury bills had a zero standard deviation of returns because they are considered to be risk-free