Assume I am holding a portfolio of two risky assets with standard deviations of 1 . Assume also that I am holding the minimum variance portfolio of these two assets. I do not know the correlation of these assets but I do know that it's not equal to one. Which of the below statements is true based on the information above? Portfolio's standard deviation is equal to 1/2. Portfolio's return is equal to 1/2. Portfolio weights of the two assets are equal to 1/2. None of the above statements is true. Portfolio's Sharpe ratio is equal to 1/2