can anyone solve this ?

which statement is true?

I) The matrix V is symmetric, meaning that for each stock return above the benchmark there is a stock return below the benchmark with the same magnitude.

II) The key idea of using a Risk Factor Model to estimate a matrix V is to assume that, going forward, the non-systematic returns of any pair of stocks are uncorrelated, even if they are not uncorrelated in a given historical sample.

1) The matrix V is symmetric, meaning that for each stock return above the benchmark there is a stock return below the benchmark with the same magnitude. II) The key idea of using a Risk Factor Model to estimate a matrix V is to assume that, going forward, the non-systematic returns of any pair of stocks are uncorrelated, even if they are not uncorrelated in a given historical sample. O a. All statements are true. O b. is true, Il is false. OC. Il is true, I is false. O d. All statements are false. 1) The matrix V is symmetric, meaning that for each stock return above the benchmark there is a stock return below the benchmark with the same magnitude. II) The key idea of using a Risk Factor Model to estimate a matrix V is to assume that, going forward, the non-systematic returns of any pair of stocks are uncorrelated, even if they are not uncorrelated in a given historical sample. O a. All statements are true. O b. is true, Il is false. OC. Il is true, I is false. O d. All statements are false