In order to completely eliminate the risk $($i$.$e$.,$ a portfolio standard deviation of zero$)$ in a two$-$asset portfolio, the correlation coefficient between

the securities must be

equal to $-1\mathrm{.}0$

equal to $0\mathrm{.}0$

less than $0\mathrm{.}0$

less than $+1\mathrm{.}0$