Which of the following is TRUE? If two assets are uncorrelated, the portfolio standard deviation is the weighted sum of individual standard deviation None of the other answers is TRUE; all of the other answers are FALSE. O Diversification reduces both systematic and unsystematic risks 0/1 pts In a long/short portfolio (you have positive and negative weights), higher correlation reduces total risks Diversification helps generating superior return. can someone explain each answer

Which of the following is TRUE? If two assets are uncorrelated, the portfolio standard deviation is the weighted sum of individual standard deviation None of the other answers is TRUE; all of the other answers are FALSE Diversifcation reduces both systematic and unsystematic risks In a long/short portfolio (you have positive and negative weights). higher correlation reduces total risks Dincrufication helps gonerating superior retum