Which of the following statements concerning correlation coefficient is correct?

Which of the following statements concerning correlation coefficient is correct? Select one: O a. Investing in two stocks with a correlation coefficient of +0.85 is superior for diversification purposes than two stocks with one of +0.32 O b. Investing in two stocks with a correlation coefficient of zero will not reduce investment risk c. Investing in two stocks with a correlation coefficient of +1.00 will not reduce investment risk O O d. Investing in two stocks with a correlation coefficient of -0.90 will not reduce investment risk O e. Two stocks with a correlation coefficient of +0.50 have lower investment risk than two stocks with one of -0.50