Consider the following two statements: 1. "If stock returns for two different stocks have the same expected return and standard deviation, then they have the same distribution- 2. "If stock returns for two different stocks have the same expected return and standard deviation, then they have the same Sharpe ratio." Which of the following responses is most accurate? Statement #1 is not necessarily true, whereas statement #2 is true. Neither statement is true. Statement #2 is not necessarily true, whereas statement #1 is true, Both statements are true