i need help for this question please

he following Question replaces Question 10 of the exam. Question 10 (Marks: 1) Which of the following is a FALSE statement of the correlation coefficient? Select one: a. The closer the value of the correlation coefficient is to negative one, the weaker the relationship between the returns on the two securities. b. The closer the absolute value of the correlation coefficient is to zero, the weaker the relationship between the returns on the two securities. c. It measures how security returns move in relation to one another. d. Positive correlation coefficients imply that the returns on Security A tend to move in the same direction as those on security B. e. Negative correlation coefficients imply that the returns on Security A tend to move in the opposite direction to those on security B