A Study Examining the Performance of Numerous Assets from the United

Multiple Choice

A study examining the performance of numerous assets from the United States and around the world confirms that

A) riskier assets with higher standard deviations experienced lower returns.
B) riskier assets with lower standard deviations experienced higher returns.
C) standard deviation did a better job of explaining the returns than beta.
D) U.S. equities have zero correlation with world government bonds and with the commodities index.
E) most assets (including common stocks) have positive correlations with inflation.