The covariance between two securities$,$ Stormcloud and Denali, is $0\mathrm{.}000195,$ Stormcloud's standard deviation is $15\%$ and Denali's standard deviation is $13\%,$ and the correlation between Stormcloud and Denali is $\mathrm{.}01.$ Stormcloud returned $12\%$ last year. Given this, what can we say about the returns of Denali?

Question $7$ options:

Cannot be determined with the information given.

Denali's returns were positive but less than Ironbridge's.

Denali's returns were negative.