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Riskiness of portfolio with very low correlations assets

What happens to the riskiness of portfolio if assets along with very low correlations (even negative correlations) are combined?
How successfully diversification decreases risk based on the degree of correlation among the two variables in question.  While assets along with very low or negative correlations are combined in portfolios, the riskiness of the portfolios (as measured through the coefficient of variation) is greatly decreased.

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