When two risky securities has a correlation of 0.3 in a portiolio, a) the portfolio standard deviation will be greater than the weighted average of the indlvidual security standard deviations b) the portfolio standard deviation will be less than the weighted average of the individual security standard deviations. c) the portfolio standard deviation will be equal to the weighted average of the indlividual security standard deviations. d) the portfolio standard deviation could be less than or equal to the weighted average of the individual security standard deviations. e) the portfollo standard deviation will always be equal to the securities' covariance