urgent!!

O c. distribution date. O d. declaration date. Which of the following statements is FALSE? Select one: O a. The closer the correlation is to 0, the more the returns tend to move together as a result of common risk. b. Volatility is the square root of variance. O c. Dividing the covariance by the volatilities ensures that correlation is always between-1 and +1. O d. If two stocks move together, their returns will tend to be above or below average at the same time, and the covariance will be positive. Next ne