Consider two stocks A and B and their returns are assumed to be normally distributed. Over the past 10 years, both stocks have the same (arithmetic) average annual returns, but Stock A has a significantly higher volatility (measured by standard deviation of annual returns) than Stock B. Which of the following is TRUE? Stock A has a higher geometric average return than Stock B. Stock A has a lower geometric average return than Stock B. Stock A and B have the same geometric average return. There is no sufficient information to determine which stock has a higher or lower geometric average return