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.

III. If the standard deviation is zero, then the return of stock X is always 8 percent.

A.I

B.I and II

C.I, II, and III

D.I and III