If Two Assets Have a Zero Correlation, Their Returns Will

Multiple Choice

If two assets have a zero correlation, their returns will:

A) always move in the same direction by the same amount.
B) always move in the same direction but not necessarily by the same amount.
C) move randomly and independently of each other.
D) always move in opposite directions but not necessarily by the same amount.
E) always move in opposite directions by the same amount.