Use the following three statements to answer this question: 1. The more stable the possible returns, the greater the risk. II. Generally, security returns 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. All are correct. O b. Only III is correct O c. Only II and III are correct. O d. Only I and III are correct. O e. Only I and II are correct