Question: When two assets have + 1 correlation... The Minimum Variance Portfolio s standard deviation is zero. The investment opportunity set is shaped as a sideways

When two assets have +1 correlation...
The Minimum Variance Portfolios standard deviation is zero.
The investment opportunity set is shaped as a "sideways V".
The standard deviation of the risky portfolio is the weighted average of the standard deviations of the assets.
The assets covariance can be positive or negative.

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