finance question

QUESTION 2 When two risky securities that are positively correlated but not perfectly correlated are held in a portfolio, the portfolio standard deviation is always equal to the securities' covariance. OA the portfolio standard deviation is less than the weighted average of the individual security standard deviations. O B None of the options OC the portfolio standard deviation is greater than the weighted average of the individual security standard D. deviations . the portfolio standard deviation is equal to the weighted average of the individual secur ndard deviations. OE