Which statement is false?

a.	If two assets tend to move together, the covariance between the assets will be positive.
	b.	The correlation coefficient is a unit-free measure of co-movements between two assets, with a range between -1.0 and 1.0.
	c.	Covariance is important when evaluating the risk of a portfolio because it is a measure of the co-movements between assets in the portfolio.
	d.	When two assets held in a portfolio move independently, both the covariance and correlation coefficient of these assets will be zero.
	e.	The weaker the correlation between two assets, the smaller the reduction of risk attainable by holding positive amounts of these assets in a portfolio.