Question: Mark all the correct statements. Given a 5 0 - 5 0 % investment into two predetermined risky assets, the lower their correlation, the higher

Mark all thecorrect statements.
Givena 50-50% investment into twopredetermined risky assets, the lower their correlation, the higher the Sharpe ratio of their portfolio.
When two assets' correlation is +1, the minimum variance portfolio (allowing no short selling) consists of 100% from the asset with the lesser variance.
Very risk averse investors prefer the Minimum Variance Portfolioto theOptimum Risky Portfolio.
When two assets are perfectly negatively correlated, it is possible to create a portfolio with them that will have zero standard deviation

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