The correlation coefficient between Stock X and Stock Y is 1.0. Which of the following statements must be true?

a. Stock X and Stock Y must have identical beta coefficients.

b. Adding Stock X to a portfolio will add no diversification benefit.

c. If Stock Y has a standard deviation greater than the standard deviation of the market portfolio, Stock X will have a beta coefficient greater than 1.0.

d. The required (expected) returns on each stock will be equal to the required (expected) return on the market portfolio.

e. none of the above is true