I am currently confused about these questions. please help me to figure out these questions. thanks

10 . Two stocks ( Stock I and Stock K ) have the same current stock price , and the same standard deviation . There exists a call option on 100 shares of Stock I , a call option on 100 shares of Stock K , and a call option on a portfolio of 50 shares of ] and 50 shares of K . Is the following statement true or false ( you must explain Why ! ) ? If the correlation between Stocks J and Kis +0. 3 , the call premium for the option on the two stock portfolio will be higher than either of the individual stock option call premiums due to the benefits of diversification