please help me with the question below:

In the context of a nave portfolio composed of many assets (i.e., the number of assets approaches infinity)

A. if all the assets have uncorrelated returns, the portfolios variance is equal to the average standard deviation of the assets returns.

B. if all the assets have uncorrelated returns, the portfolios variance is equal to the average variance of the assets returns.

C. if all the assets have uncorrelated returns, the portfolios variance is equal to zero.

D. if all the assets have uncorrelated returns, the portfolios variance is equal to the average covariance of the assets returns.