1) Security A has a higher standard deviation of returns than security B. We would expect that: I Security A would have a higher risk premium than security B. II. The likely range of returns for security A in any given year would be higher than the likely range of returns for security B. 0:32 - III. The Sharpe ratio of A will be higher than the Sharpe ratio of B. A) II and III on ly B) I, II, and III C) I and II only D) I only