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I believe they're not strongly correlated. I know a lot of people that take risks that most of us avoid. Most of these people share very few characteristics of your typical CEO. Half of them end up on YouTube with clips that begin with, "Check this out...".

It's a big difference to risk starting a company vs climbing Mt Everest. That's actually a big mental block people have - they are afraid of risk, but starting a company or asking a cute girl out and failing is more of an ego hit than a threat to your existence.

He was the CEO of a popular company.