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Mark all the correct statements. When two assets are not correlated, it is possible to create a portfolio with them that will have zero standard deviation. Even very risk averse investors prefer the Optimum Risky Portfolio to the Minimum Variance 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. Given a 50-50% investment into two predetermined risky assets, the lower their correlation, the lower the Sharpe ratio of their portfolio