Which One of the Following Statements Is Correct

Multiple Choice

Which one of the following statements is correct?

A) The standard deviation of the returns on Treasury bills is zero.
B) Large-company stocks are historically riskier than small-company stocks.
C) The variance is a means of measuring the volatility of returns on an investment.
D) A risky asset will always have a higher annual rate of return than a riskless asset.
E) There is an indirect relationship between risk and return.