The standard deviation of Woolworth's share price is $30\%$ and that of Reckon's shares is $30\%.$ When I hold both shares in my portfolio with an equal amount

in each, and the returns have a correlation of minus $1,$ the overall standard deviation of returns of the portfolio is:

a$.$ Cannot say for sure.

b$.$ unchanged at $30\%.$

c$.$ zero.

d$.$ more than $30\%.$