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Suppose the returns of stock A are more spread out than stock B. If both...

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Suppose the returns of stock A are more spread out than stock B. If both stock's returns are normally distributed, we know that: o the mean of returns for stock A are lower than for stock B O the mean of returns for stock A are higher than for stock B o the standard deviation of returns for stock A are higher than for stock B the standard deviation of returns for stock A are the same as for stock B the standard deviation of returns for stock A are lower than for stock B

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