Which of the Following Statements Is True

Which of the following statements is true?

A) While asset classes with higher standard deviations tend to have higher returns, this relationship seems to break down for specific securities.
B) Asset classes with higher standard deviations tend to have higher returns, and this relationship tends to hold true when examining specific securities as well.
C) Asset classes with higher standard deviations tend to have higher returns, but when we examine specific assets within those classes we find that high standard deviation securities tend to have lower returns.
D) None of the above