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The standard deviation of returns of: I.small capitalization stocks is higher than that of large capitalization stocks. II.large capitalization stocks is lower than that of

The standard deviation of returns of:

I.small capitalization stocks is higher than that of large capitalization stocks.

II.large capitalization stocks is lower than that of corporate bonds.

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

Which statement is true?

A) I, II, and III

B) I and II

C) I and III

D) I only

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