Given that stock X has an expected return of 8 percent, which of the following statements are true? I. If its standard deviation is positive, then the return of stock X may sometimes be above 8 percent. II. If the standard deviation is 2 percent, then the return of stock X can never go below 6 percent. I.If the standard deviation is zero, then the return of stock X is always 8 percemt BJ and 11 O C.I, Il, and IlI D.I and Ill