An investor forms a portfolio consisting of Stock 1 and Stock 2. The return on Stock 1 has a standard deviation of 20% and the return on Stock 2 has a standard deviation of 10%. Assume that: 1) Stock 1 and Stock 2 returns are not perfectly correlated, and 2) the portfolio weight on Stock 1 is strictly between 0% and 100%. Consider the following statements: 1. The standard deviation of the portfolio return is strictly less than 20%. 2. The average portfolio return is strictly greater than the average return of either Stock 1 or Stock 2. 3. The standard deviation of the portfolio return is strictly positive. Which of these statements are true without additional assumptions? Statements 1 and 3. Statements 1 and 2 Statements 2 and 3. All 3 statements are correct without additional assumptions. Statement 3