Two Series Are Said to Be Cointegrated If

Multiple Choice

Two series are said to be cointegrated if:

A) both series are I(1) but a linear combination of them is I(0) .
B) both series are I(0) but a linear combination of them is I(1) .
C) both series have the same set of explanatory variables but a different dependent variable.
D) both series have the same dependent variable but a different set of explanatory variables.