In a portfolio that contains only two assets it is possible to achieve benefits of diversification. Why can this happen? Select one: a. As long as the securities in the portfolio are less than perfectly correlated, benefits of diversification occur. b. It doesn't always happen - it depends on the situation. C. To achieve benefits of diversification the returns of one asset must be negatively correlated with the returns of the other asset so that positive developments for one cancel out negative developments for the other. d. None of the above