问题如下：
Which of the following descriptions of correlation is least accurate?
选项：
A. If correlation coefficient is less than 1, diversification can reduce risk
B. A zero variance portfolio can be constructed when the correlation coefficient is zero.
C. The potential benefit of diversification is increased with the decrease of correlation coefficient.
解释：
B is correct.
A zero variance portfolio can only be constructed when the correlation coefficient is -1.
我这么理解b，相关系数为0，可以看成无风险资产和风险资产的组合，但是无法让portfolio的风险是0。这样理解对吗？
