Consider a portfolio formed of two risky assets whose returns have a correlation of $0\mathrm{.}5.$ What can be said of the standard deviation of the global minimum$-$variance portfolio formed with these two risky assets?

It s greater than zero.

It $s$ equal to zero.

It $s$ between $-1$ and $+1.$

It $s$ the weighted average of the standard deviations of the two risky assets.