Which one of the following statements concerning the standard deviation of a stock is correct?

Which one of the following statements concerning the standard deviation of a stock is correct? 

A.   The standard deviation is a measure of total return.

B.   The higher the standard deviation, the higher the expected return.

C.   The standard deviation varies in direct relation to increases in dividend yield.

D.   The higher the standard deviation, the lower the risk.

E.   The lower the standard deviation, the less certain the rate of return in any one given 

year.

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