Question 3 Risk and Return For each statement below determine TRUE or FALSE. and provide a full explanation. A. If stock A has a more negative ValueatRisk than stock B, then stock A must also have a more negative skewness. B. There are two stocks A and B. and the risk free rate is zero. Every period, stock B earns twice the return of stock A. For example: If the return on A is 5%. the return on B is 10%; if the return on A is 43%, the return on B is 5%. Claim: both stocks have the same Sharpe Ratio. C. Short selling is always more attractive if the underlying stock features high kurtosis