The correct statement of correlation coefficient (or correlation) includes: ____________ A. Correlation has a value that must fall between 0 and +1.0. It cannot be negative, like standard deviation. B. Correlation, in the finance and investment industries, is a statistic that measures the degree to which two stocks move in relation to each other. C. Stock AAA and BBB have a correlation of 1, which means as one stock moves, either up or down, the other stock moves in lockstep, in the same direction, with the same magnitude. D. Stock AAA and BBB have a correlation of 1, which means as one stock moves, either up or down, the other stock moves in lockstep, in the opposite direction, with the same magnitude. E. When we construct a portfolio, we always prefer two stocks with a higher coefficient. The higher the correlation, the higher diversification that we can achieve.