1.A study examining the performance of numerous assets from the United States and around the world confirms that

a. U.S. equities are highly correlated with world government bonds and with the commodities index.

b. riskier assets with higher standard deviations experienced lower returns.

c. standard deviation did a better job of explaining the returns than beta.

d. most assets (including common stocks) have negative correlations with inflation.

e. riskier assets with lower standard deviations experienced higher returns.

2.

A study examining the performance of numerous assets from the United States and around the world confirms that

a. riskier assets with higher standard deviations experienced higher returns.

b. riskier assets with higher standard deviations experienced lower returns.

c. most assets (including common stocks) have positive correlations with inflation.

d. U.S. equities are highly correlated with world government bonds and with the commodities index.

e. standard deviation did a better job of explaining the returns than beta.