The stock in Scoundrel, Inc. shows a historical return of 13.5% with a standard deviation of 20%. The projected return on Scoundrel, based on 5 possible states of the economy, is 15.5% with a standard deviation of 22%. Which of the following is true about the stock?

		The projected returns of Scoundrel must be positive in all possible states of the economy.
		Projected returns vary less widely from the expected return than historical returns did from the historical average return.
		Investors who prefer assets with high returns and relatively low risk will likely now be more interested in the stock than in the past.
		The risk premium for the stock has likely increased.
		Investors who choose this stock should expect, on average, to lose money.