09.30am Question 4: Which of the following statements is FALSE? Select one: a. The 95% confidence interval for the expected return is defined as the historical average return plus or minus three standard errors. O b. The standard error of returns is the standard deviation of the returns from the mean. O c. We can use a security's historical average return to estimate its true expected return. O d. The standard error of returns provides an indication of how far the sample average might deviate from the expected return