Which of the Following Statements Is False

Multiple Choice

Which of the following statements is false?

A) The most commonly used index with which to measure risk is the standard deviation.
B) The standard deviation measures the average deviation of the various outcomes from the expected rate of return.
C) The variance is the square root of the standard deviation.
D) The greater the volatility, the larger the standard deviation.
E) All of the above statements are correct.