Given the following Correlation information, which statement is true? A B C 1.0 B -0.5 1.0 C 0.25 0.98 1.0 Investments A and B would produce diversification if combined into a portfolio. Investments A and C would not create diversification if combined into a portfolio. Investments B and C would produce diversification if combined into a portfolio. Diversification cannot be determined from correlation alone