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

Security A has a higher standard deviation of returns than security
B. We would expect that:
I. Security A would have a higher return than security B in any year.
II. Security A would have a higher expected return than security B.
III. Security A would have a higher risk premium than security B.
I only
I, II, and III
Il only
None of the options is correct.
II and III only
Security A has a higher standard deviation of returns than security

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