A. The log return over two periods is equal to the sum of the log returns of each period.
B. The log return is always smaller in absolute value than the corresponding simple return.
C. The simple return over two period is equal to the sum of the simple returns of each period.
D. Log returns are additive over stocks and simple returns are additive over time.
E. The log return of a portfolio is equal to the weighted average log return of the individual stocks in the portfolio.