Answer to the following MC question?

When would a portfolio's variance be equal to the weighted average of the variances of the assets in the portfolio? O A. Never- the portfolio variance is always less than the weighted average of variances of the assets within the portfolio. O B. Only when each asset is given equal weight in the portfolio. O C. Only when the portfolio is very well diversified. O D. Only when markets are strong-form efficient. E. Only when the portfolio's asset's returns are perfectly positively correlated. Reset Selection