$13-$ Which of the following statements about covariance and correlation is least accurate?

A$.$ A zero covariance implies there is no linear relationship between the returns on two assets.

B$.$ If two assets have perfect negative correlation, the variance of returns for a portfolio that consists of these two assets will equal zero.

C$.$ The covariance of a $2-$stock portfolio is equal to the correlation coefficient times the standard deviation of one stocks returns times the standard deviation of the other stocks returns.