To say two stocks have a slightly negative or weakly negative correlation of returns $[$Select all statements that a true$/$correct$.$ Incorrectly selected statements will penalize your total score$]$

a$.$ Would be of no interest for any analysis in Finance or Economics

b$.$ Would suggest that these stocks would effectively diversify each others returns $($assuming the past represents the future$)$

c$.$ Would tell you that both these stocks must have negative CAPM Betas

d$.$ Would promise that a risk$-$free asset could be constructed from these$-$ two assets alone

e$.$ Would inform you that at least one of the stocks should never be purchased$/$invested in

f$.$ Would be plausible if these stocks are competitors in the same industry