What can we say about the performance of traditional asset classes in the long run? - Financertraining.com

What can we say about the performance of traditional asset classes in the long run?

If we consider data from the US market through a long period of time (1926 – 2017), which one of the following sentence is correct?

a) Small company stocks show the highest return and risk, while treasury bills show the lowest return and risk.

b) Large company stocks show the highest return and risk, while treasury bills show the lowest return and risk.
c) Commodities show the highest return and risk, while real estate assets show the lowest return and risk.