The information regarding a portfolio consisting of two stocks is given below. Stock X Stock z E(R). 15% 17% Standard Deviation 10% 12% The correlation coefficient between Stocks X and Z is -1.00. It is _ _ to have the value of the portfolio standard deviation to be zero because Select one: 0 a. not possible; the rates of return of these two stocks are not perfectly negatively correlated. O b. possible; the rates of return of these two stocks are perfectly positively correlated. O c. possible; the rates of return of these two stocks are perfectly negatively correlated. d. not possible; the weight of each stock in the portfolio is unknown. O