The standard deviation of returns of stock X is $30\%$ and that of stock Y is $30\%.$Suppose the correlation between these two stocks is $-1.$When I hold both stocks in my portfolio with an equal proportion in each, what is the overall standard deviation of returns of the portfolio?O a$.$ zeroO b$.$ equal to $60\%$O c$.$ unchanged at $30\%$O d$.$ more than $30\%$The standard deviation of returns of stock X is $30\%$ and that of stock Y is $30\%.$Suppose the correlation between these two stocks is $-1.$When I hold both stocks in my portfolio with an equal proportion in each, what is the overall standard deviation of returns of the portfolio?O a$.$ zeroO b$.$ equal to $60\%$O c$.$ unchanged at $30\%$O d$.$ more than $30\%$