In a portfolio that contains two assets it is possible that there is no benefit to diversification from moving from a single asset to two assets. Why can this happen? Select one: a. It happens if returns on the assets in the portfolio are perfectly positively correlated. b. It happens if each of the assets is a common share. c. It happens if returns on one asset are negatively correlated with returns on the other asset. d. The statement is incorrect moving from a single asset to two assets always provides a benefit. e. None of the above