Stock ABC Has an Expected Return of 12% and a Standard

Multiple Choice

Stock ABC has an expected return of 12% and a standard deviation of 48%. Which of the following stocks dominate Stock ABC?

A) Expected return = 14%; Standard deviation = 53%
B) Expected return = 10%; Standard deviation = 31%
C) Expected return = 13%; Standard deviation = 45%
D) Expected return = 11%; Standard deviation = 52%
E) None of these stocks dominate stock 'ABC'.