I.

For two independent random variables $$X$$ and $$Y$$ with means $$\mu_X$$ and $$\mu_Y$$ respectively, the expected value of the difference $$Z = X - Y$$ is $$\mu_X - \mu_Y$$.

II.

Since $$X$$ and $$Y$$ are independent, the variance of $$Z$$ is the sum of the variances, i.e., $$\operatorname{Var}(Z) = \sigma_X^2 + \sigma_Y^2$$.

III.

The standard deviation of $$Z$$ is simply $$\sigma_X - \sigma_Y$$.

Which of the above statements is/are true?