The risk of the portfolio does not depend on: expected return of individual assets correlation coefficient risk of individual assets asset weights D Question 10 1 pts We know that the lower the correlation coefficient p, the lower the risk of the portfolio. So for a portfolio with two assets, the risk will be the lowest if the correlation coefficient p between the two assets' returns is: 1 0.5 0 -0.5 Which statistical measure adjusts standard deviation for the "scale of the variable"? The Geometric Average The Arithmetic Average The Variance The Coefficient of Variation