please answer both!!!!

1)Which of the following is most correct concerning the standard deviation of a 2-stock portfolio?

A)The larger the two stock's return correlation, the bigger the portfolio's standard deviation.

B)It can be greater than the weighted average of the two stocks' standard deviations.

C)It is a simple average of the two stocks' standard deviations.

D)It must be equal to the weighted average of the two stocks' standard deviations

2)Which of the following is most correct concerning the correlation coefficient between two stocks' returns?

A)It cannot be greater than +1.

B)It cannot be zero.

C)It can be less than -1.

D)It cannot be negative.