Question: State whether the following statement is true or false. You must also provide a short reason (apporx. 3 sentences) for your answer. It is always

State whether the following statement is true or false. You must also provide a short reason (apporx. 3 sentences) for your answer.

It is always possible to form a diversified portfolio of risky assets that has no risk (i.e a standard deviation of returns equal zero).

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