Question

Security A has a higher standard deviation of returns than security B. We would expect that:
I.

Security A would have a higher risk premium than security B.

II. The likely range of returns for security A in any given year would be higher than the likely range of returns for security B.

III. The Sharpe ratio of A will be higher than the Sharpe ratio of B. 

A)I, II, and III 

B)II and III only 

C)I and II only 

D)

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