The expected rate of return for an investment in a start-up solar energy company is 38%, but the standard deviation is 12%. By contrast, the expected rate of return for an investment in an established cosmetic company with a promising new line is 22% with a standard deviation of 6%. Which of the following statements isfalse?Investing with the start-up solar energy company involves the most risk.Investing with the cosmetic company involves the most risk.Investing with the start-up solar energy company has the highest rate of return.Investing with the cosmetic company has the lowest rate of return.

Investing with the start-up solar energy company involves the most risk. Investing with the cosmetic company involves the most risk. Investing with the start-up solar energy company has the highest rate of return. Investing with the cosmetic company has the lowest rate of return.