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The standard deviation of returns of _______. I. Small stocks is higher than that of large stocks II. Large stocks is lower than that of

The standard deviation of returns of _______.

I. Small stocks is higher than that of large stocks

II. Large stocks is lower than that of corporate bonds.

III. Corporate bonds is higher than that of Treasury bills.

Which statement is true?

A. I and III

B. I and II

C. I, II, and III

D. I only

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