The Term Corr $\varepsilon$ _R $\varepsilon$ _T) = 0 Tells Us That:
A) the Error Terms

Multiple Choice

The term Corr( $\varepsilon$ _R, $\varepsilon$ _T) = 0 tells us that:

A) the error terms of company R and T are 0.
B) the unsystematic risk of companies R and T is unrelated or uncorrelated.
C) the correlation between the returns of companies R and T is greater than zero.
D) the systematic risk companies R and T is unrelated.