Which of the following statements about the standard deviation are CORRECT? I. The standard deviation is a measure of risk. II. The standard deviations and weights of the assets in a portfolio determine the standard deviation of the portfolio. III. To decide whether asset A is more risky than asset B we need to compare their standard deviations, not their variances. IV. The lower the standard deviation of an investment, the higher its risk. III only I only None of the other options I and III only