Tom, Jason and Mary are discussing

Tom, Jason and Mary are discussing risk management. Tom’s opinion includes: (1) By combining negatively correlated assets, the overall variability of returns, or risk, can be reduced; (2) To be acceptable, a project must have a profitability index of at least 1. Jason’s opinion shows: (1) The higher the coefficient of variation, the higher the relative risk of the investment; (2) Combining uncorrelated assets can reduce risk as effectively as combining negatively correlated assets. Mary believes the following statements: (1) The greater the systematic risk of a security, the smaller the return that investors will expect from the security; (2) If two assets have a correlation of –1.0, risk would be completely eliminated. Which of their opinions are right?A. Tom’s opinion (1)、(2),Jason’s opinion (1)and Mary’s opinion (2)B. Jason’s opinion (1) ,and Mary’s opinion (1), Jason’s opinion (2)C. Tom’s opinion( 2), Jason’s opinion (2) and Tom’s opinion (1)D. All of them are right