Statement 1: If you can find two risky securities with a correlation coefficient p - -1, theoretically you can construct a risk-free portfolio using the two securities. Statement 2: Stocks A and B have returns that are independent of one another. (i.e., -0.) There is no diversification benefit that can be achieved by combining A and B in a portfolio. Only Statement 2 is correct Neither Statement is correct Only Statement 1 is correct Both Statements are correct