The tighter the probability distribution of its expected future returns, the greater the risk of a given

Question:

The tighter the probability of its expected future returns, the greater the risk of a given investment as measured by its standard deviation.
a. True
b. False

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...