Vhich of the following statements is FALSE? elect one: a. For each row in the rating migration matrix, the entries in the row sum up to one. b. Returns on loans are highly skewed with limited upside and this poses a challenge to banks when they try to diversify their loan portfolio c. A transition matrix can be used to establish the probability that a currently rated borrower will be upgraded, but not downgraded d. Minimum risk portfolio refers to a combination of assets that reduces the variance of portfolio returns to the lowest feasible level e. Setting concentration limits helps a bank to reduce exposure to certain high-risk industries