Question: When combining two assets into a portfolio, which statement about portfolio risk is MOST accurate? 1 Point Portfolio standard deviation is always equal to the

When combining two assets into a portfolio, which statement about portfolio risk is MOST accurate?
1 Point
Portfolio standard deviation is always
equal to the weighted average of individual standard deviations
Portfolio standard deviation is typically less than the weighted average of individual standard deviations when correlation is less than 1
Portfolio standard deviation is always greater than the weighted average of individual standard deviations
Portfolio standard deviation is unaffected by the correlation between assets
When combining two assets into a portfolio, which

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