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Which of the following statements is FALSE? The volatility of the portfolio will differ, depending on the correlation between the securities in the portfolio

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Which of the following statements is FALSE? The volatility of the portfolio will differ, depending on the correlation between the securities in the portfolio. The variance is a measure of how "spread out" the distribution of the return is. The covariance and correlation allow us to measure the co-movement of returns. If the return is riskless and never deviates from its mean, its variance is equal to zero. We say a portfolio is an efficient portfolio whenever it is possible to find another portfolio that is better in terms of both expected return and volatility.