B D E F 63 31. 55 11. 2 Which of the following statements are correct conceming the standard deviation(SD) of the annual returns 54 on an investment? The larger the SD, the more the actual retums tend to differ from the average return. The larger the SD, the higher the investment retum. 56 III. The larger the SD, the greater the risk of the investment. The larger the SD, the higher the expected return. A) I and Ill only 68 B) II, III, and IV only 69 1. III, and IV only D I, II, and III only I, II, III, and IV 17 37 IV a OBA