Under what circumstance would the risk of a two-asset portfolio not be reduced at all?

a.)when the correlation coefficient of the two assets' returns is between 0 and +1.

b.)when the correlation coefficient of the two assets' returns is -1.

c.)	when the correlation coefficient of the two assets' returns is greater than +1.

d.)	when the correlation coefficient of the two assets' returns is +1.

e.)when the correlation coefficient of the two assets' returns is 0.