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[单选题]

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.

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