Consider a portfolio formed of two risky assets whose returns have a correlation of 0.5. What can be said of the standard deviation of the global minimum-variance portfolio formed with these two risky assets?

A. It is the weighted average of the standard deviations of the two risky assets

B. It is greater than zero

C. Its between -1 and +1

D. Its equal to zero

Consider two risky assets: A & B. If the correlation between the returns for these two assets is zero, which of the following statements would be valid?

A. Thr returns for assets A and B tend to move in opposite directions

B. The returns for assets A and B tend to move independently of each other

C. The returns for assets A and B tend to move together

D. The covariance of the returns for assets A and B is greater than zero