Use the following three statements to answer this question: 1. The more stable the possible returns, the greater the risk II. Generally, security retums display positive correlations with one another but they are less than one, because all securities tend not to follow the movements of the overall market. III. Any value of correlation less than +1 provides a possibility of diversification. O a Only I and II are correct. O b. Only I and III are correct. O C. Al are correct. Od Only II and III are correct. O e. Only III is correct