Quantitative equity researchers typically work with so-called jump-diffusion processes to model the time series of stock prices. That is, while diffusions result in normally distributed returns, jumps allow for the possibility of rare and large positive or negative returns that would be extremely unlikely under the normal distribution. Which of the following are potentially appropriate examples of such jump realizations in returns? I. A stop loss order for a fund is triggered at a price where the bid price difference between limit order prices is small and the next limit order is large enough to cover the stop loss order. II. Upon a decline in the price of a stock, investors cannot meet the maintenance margin resulting in a large sell volume for the stock. III. A stock's return has some volatility as a result of relevant news, but more than 95% of returns are within two standard deviations 'om the average return. 0 A- Only II o B- I and II 0 C- I, II, and 111 o 0- Only