0 0 9. If the correlation between two assets equals zero, the portfolio's standard deviation is a weighted average of the assets' standard deviations. 0 0 10. It is fair to assume that a negative correlation between two assets produces a portfolio standard deviation equal to zero. 0 0 11. The expected return on an asset with a probability of 20% to gain 16% and an 80% probability of losing 2% is greater than 1.5%. OO 12. The expected return on a portfolio weighted 80% by a stock with an expected return of 10% and 20% by a stock with an expected return of -10% is less than 5%. 0 0 13. It is not possible for a 2-stock portfolio to have lower risk than either single stock. O O 14. If two equally-weighted assets have standard deviations of 30% and a covariance of 300%, the portfolio's standard deviation is less than 22%. O O 15. No portfolio on the efficient frontier can dominate any other portfolio on the efficient frontier. 0 0 9. If the correlation between two assets equals zero, the portfolio's standard deviation is a weighted average of the assets' standard deviations. 0 0 10. It is fair to assume that a negative correlation between two assets produces a portfolio standard deviation equal to zero. 0 0 11. The expected return on an asset with a probability of 20% to gain 16% and an 80% probability of losing 2% is greater than 1.5%. OO 12. The expected return on a portfolio weighted 80% by a stock with an expected return of 10% and 20% by a stock with an expected return of -10% is less than 5%. 0 0 13. It is not possible for a 2-stock portfolio to have lower risk than either single stock. O O 14. If two equally-weighted assets have standard deviations of 30% and a covariance of 300%, the portfolio's standard deviation is less than 22%. O O 15. No portfolio on the efficient frontier can dominate any other portfolio on the efficient frontier