What of the following statements is incorrect?

		If investors become less risk averse, SML moves down in a parallel fashion.
		The coefficient correlation can only range from -1 to 1.
		A portfolio consists of two or more different assets
		The most common measure of risk in individual stocks is standard deviation, although coefficient variation is the more appropriate measure
		SML will not move up or down but its slope becomes steeper when risk aversion increases.