I would say it takes courage to have personal integrity. I usually define integrity as "doing the right thing even when no one sees you doing it." For youth especially, but for everyone really, this takes courage. It is in our human nature to self-preserve at all times. This often means that when we think we can get away with doing something wrong or if we can justify it by saying, "Well, it won't hurt anyone," or "It is helping me so it's okay," we go ahead and do it.
Having the courage to do the right thing, being honest all the time, acting in the best interests of everyone BUT yourself - all of these develop integrity. Integrity and selflessness go hand in hand - and no matter who you are, it takes courage to be selfless.
To define courage it is to have the mental or moral strength to overcome fear or difficulty. It comes from the French curage or quer "the heart." When you are exhibiting courage, you are facing something that is fearful or difficult. The mere fact that you are facing the challenge will develop into having integrity or "choosing to do the right thing or challenge." As a person faces a fear or difficulty, they must look within themselves to accept the challenge. They must feel it in their heart to push themselves to face the challenge. For example, as a martial artist, many times I was asked to exhibit a skill that was difficult for me as a middle aged woman. It took a great deal of courage to break a board for the first time, however when I completed that task I wanted to better myself each time. I believe there is where integrity comes into play. That each time when faced with a fear or difficulty, a person wants to better themselves and hit that board harder or do a front kick higher and develop that personal code to improvement.