which of the following statements is true?

a. the tighter the probability distribution of returns, the higher the risk.

b. In general, investors like to receive as much expected return as possible for the perceived risk to which they are exposed.

c. You should be more uncertain about the return on large-company stocks than you would about the return on small-company stocks because small company stocks have less risk.

d. Coefficient of variation is a measure of portfolio risk.