Mark all the correct statements.

		When two assets are not correlated, it is possible to create a portfolio with them that will have zero standard deviation.
		When two assets' correlation is +1, the minimum variance portfolio (allowing no short selling) consists of 100% from the asset with the lesser variance.
		Even very risk averse investors prefer the Optimum Risky Portfolio to the Minimum Variance Portfolio.
		Given a 50-50% investment into two predetermined risky assets, the lower their correlation, the lower the Sharpe ratio of their portfolio.