Question: Indicate whether the statements below are true or false. If the answer is true, explain why it is true. If the answer is false, explain

Indicate whether the statements below are true or false. If the answer is true, explain why it is true. If the answer is false, explain why it is false. Feel free to give examples or counter-examples.

When we mix two risky assets, A and B, into a portfolio p, the standard deviation of the portfolio is always between the standard deviation of A and the standard deviation of B.

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