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【单选题】
下列关于“相关系数影响投资组合的分散化效应”的表述中，不正确的是______。A.
相关系数等于1时不存在风险分散化效应
B.
相关系数越小，风险分散化效应越明显
C.
只有相关系数小于0.5时，才有风险分散化效应
D.
对于特定投资组合(特定的各种股票标准差和投资比例)，相关系数为-1时风险分散化效应最大
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