which of the following is true of portfolio diversification? a diversified portfolio containing positively correlated investments has a higher variance than a portfolio containing a single asset type. a diversified portfolio containing negatively correlated investments has a lower variance than a portfolio containing a single asset type. a diversified portfolio containing negatively correlated investments has a higher variance than a portfolio containing a single asset type. a diversified portfolio containing positively correlated investments has a lower variance than a portfolio containing a single asset type.