32 Which of the flowing is a FALSE statement of the correlation coefficient? Select one: O a Positive correlation coefficients imply that the returns on Security Atend to move in the same direction as those on security B. O b. The closer the value of the correlation coefficient is to negative one, the weaker the relationship between the returns on the two securities O c. Negative correlation coefficients imply that the returns on Security A tend to move in the opposite direction to those on security B. O d. It measures how security returns move in relation to one another Oe. The closer the absolute value of the correlati coefficient is to zero, the weaker the relationship between the returns on the two securities