A statistical measure of the degree to which securities' returns move together is called the correlation coefficient. Which of the following about correlation coefficient is/are CORRECT? I. Perfectly negatively correlated describes two negatively correlated stocks that have a correlation coefficient of -1. II. Perfectly positively correlated describes two positively correlated stocks that have a correlation coefficient of +1.

-Both I and II. -II. -I. -Neither I nor II.