Problem 4 (5 points): Which one of the following statements is correct? A. The standard deviation of the returns on Treasury bills is zero. B. An annualized return is less than a holding period return when the holding period is less than one year. C.An annualized return is computed as (1 + holding period percentage return)", where "m" is the number of months in the holding period. D. The standard deviation is a means of measuring the volatility of returns on an investment. E.A risky asset will always have a higher annual rate of return than a riskless asset