Which of the following statements is true regarding the variance or standard deviation of a portfolio of two risky securities?

	a.	There is a linear relationship between the securities' coefficient of correlation and the portfolio's standard deviation,
	b.	The portfolio variance is independent of the correlation between securities.
	c.	If the two securities are not correlated, the minimum variance portfolio has a standard devaition that equals zero.
	d.	The higher the coefficient of correlation between securities, the greater the reduction in the portfolio variance.
	e.	If the two securities are perfectly negatively correlated, the minimum variance portfolio has a standard devaition that equals zero.