Which of the following statements is FALSE:

a$.$ Diversification is generally a good idea for investors.

b$.$ The correlation coefficient is the key determinant of how much benefit you can get from diversification.

c$.$ The Markowitz efficient frontier suggests that it's a good idea to invest in many different assets around the globe.

d$.$ A negative weight in a portfolio means that we bought that asset on margin.

e$.$ Correlations tend to increase in bear markets.