Which statements about arithmetic and geometric average returns are correct?\ Multiple select question.\ \ When the distribution of returns is normal, E[Geometric average] = E[Arithmetic average] (1)/(2) \\\\sigma 2.\ \ The greater the volatility of returns, the smaller the discrepancy between arithmetic and geometric averages.\ \ Receiving the geometric average of a multi-year holding period return every year will yield that HPR.\ \ The geometric average provides an unbiased estimate of the expected future return.\ \ When returns are positive, the geometric average return is never greater than the arithmetic average return