Assume Kathy is holding a portfolio of 2 risky assets with standard deviations of 1. Assume also that she is holding the minimum variance portfolio of these two assets. We do not know the correlation of these assets but we know that it's not equal to zero. Which statement below/ is true based on the information above? A. None of the above statements is true. B. Portfolio's standard deviation is equal to 1/2. C. Portfolio's Sharpe ratio is equal to 1/2. D. Portfolio weights of the two assets are equal to 1/2. E. Portfolio's return is equal to 1/2