D Question 14 1 pts Which of the following statements correctly describe aspects of the diversification benefit associated with combining two assets into a portfolio? When the returns of the two assets are perfectly positively correlated, a zero-risk portfolio can be formed. In order to achieve any diversification benefit, the returns of the two assets must be less than perfectly positively correlated. More than one of the other statements is correct. O Holding all else constant, as the correlation coefficient between the returns of the two assets increases, the risk of the portfolio will be reduced