Security a and Security B Have a Correlation Coefficient of 0.If

Multiple Choice

Security A and Security B have a correlation coefficient of 0.If Security A's return is expected to increase by 10 percent,

A) Security B's return should also increase by 10 percent
B) Security B's return should decrease by 10 percent
C) Security B's return should be zero
D) Security B's return is impossible to determine from the above information