The Term Corr $\varepsilon$ R $\varepsilon$ T) = 0 Tells Us That:
A)all Error Terms of Us

Multiple Choice

The term Corr( $\varepsilon$ R, $\varepsilon$ T) = 0 tells us that:

A) all 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 -1.
D) the systematic risk of companies R and T is unrelated.
E) None of the above.