单选题 Nathan Edwards is preparing a training brochure for new employees at her asset management firm. Edwards feels that the new employees do not fully understand the relationships between portfolio standard deviation and individual security weights, standard deviations, and correlation. Edwards has prepared several statements on the matter in the context of a two stock portfolio. Which of the following statements is FALSE? The standard deviation of a two-stock portfolio: A. will be the lowest when the correlation between the two stocks equals zero. B. can be reduced by increasing the relative weight of the stock with lower standard deviation. C. will always increase as the correlation between the two stocks increases.