Which of the following is a FALSE statement of the correlation coefficient? Select one: O a. The closer the value of the correlation coefficient is to negative one, the weaker the relationship between the retums on the two securities. O b. Positive correlation coefficients imply that the returns on Security A tend to move in the same direction as those on security B. O c. The closer the absolute value of the correlation coefficient is to zero, the weaker the relationship between the returns on the two securities. O d. Negative correlation coefficients imply that the returns on Security A tend to move in the opposite direction to those on security B. O e. It measures how security returns move in relation to one another. Notes