A -0.5 association exists between two stocks (A and B). Which of the statements below is correct?

a) The variation in Stock B will account for more than half of the variation in Stock A. b) If stock B increases by 1%, stock A increases by 0.5 percent. c) The return of stock A will be adversely compared with the return of stock B 50% of the time, and it will not be 50% of the time. d) The portfolio standard deviation would be smaller than the weighted average of Stock A and Stock B's standard deviations if stocks A and B are kept in equal proportions in a portfolio.