Consider a portfolio that holds two assets. Which of the following statements are true?

Attempt $2/3$ for $8$ pts$.$

Part $1$

Check all that apply:

If both assets are very risky but their correlation is zero, a portfolio that holds both assets will be risk$-$free.

If both assets are very risky but the correlation between their returns is negative, we could form a portfolio that is low risk.

If one asset is risky and the other is risk$-$free, a portfolio that holds both will be risk$-$free.

If one asset is risky and the other asset is risk$-$free, any combination of them will produce the sample portfolio Sharpe ratio.

If both assets are very risky but the correlation between their returns is highly positive, a portfolio that holds both assets will be risky.