单选题
编号：2686140
1. Which of the following statements about covariance and correlation is least accurate?
- A.A zero covariance implies there is no linear relationship between the returns on two assets.
- B.If two assets have perfect negative correlation,the variance of returns for a portfolio that consists of these two assets will equal zero.
- C.The covariance of a 2-stock portfolio is equal to the correlation coefficient times the standard deviation of one stock's returns times the standard deviation of the other stock's returns.