Over the last 3 years, a stock has achieved rates of return of 10 percent, 0 percent, and 10 percent. Which of the following statements is (are) correct with regard to the standard deviation and variance of these returns? STATEMENT I The standard deviation is 7.78 percent. STATEMENT II The variance is 100 percent-squared.

• A. I only
• B. II only
• C. Both I and II
• D. Neither I nor II