Which of the following statements is not true? a) Correlation, not covariance, allows us to accurately measure the degree to which stock returns tend to move together in the same or opposite directions b) Regardless of the weights assigned to individual stocks in a two stock portfolio, the lower the correlation of the stocks returns, the lower the volatility of the portfolio returns. c) For some investors, 100% investment in a single stock can be an efficient choice from the set of all possible two-stock portfolios. d) No single portfolio on the efficient set of all possible two-stock portfolios will be chosen by all investors.