You Are Comparing the Returns of Two Portfolios for a 10-Year

Multiple Choice

You are comparing the returns of two portfolios for a 10-year period.Portfolio I has a lower dispersion of returns and a higher average rate of return than Portfolio II.Given this,what do you know with certainty?

A) Portfolio I has a lower standard deviation than Portfolio II.
B) Portfolio I is riskier than Portfolio II.
C) Portfolio II has less total risk than Portfolio I.
D) Portfolio I will outperform Portfolio II over the next 10 years.
E) Portfolio II consists of more individual stocks than Portfolio I.