If the stocks of the companies ABC and XYZ have perfect $(100\%)$ positive correlation: a$.$ adding XYZ shares in a portfolio that includes only shares of ABC will reduce portfolio risk b$.$ adding XYZ shares in a portfolio that includes only ABC shares will increase the portfolio risk c$.$ adding XYZ shares in a portfolio that includes only ABC shares will not increase or decrease the portfolio risk d$.$ adding XYZ shares in a portfolio that includes only ABC shares will not increase or decrease the idiosyncratic risk but it will reduce the portfolio systematic risk