can anyone solve this ?

1) My benchmark is the S&P500 stock Index. But I only have 10 S&P 500 stocks in my portfolio. So I only need a variance covariance matrix for my 10 stocks to compute Active Risk. II) The Active Risk of a portfolio is negative when the portfolio has less risk than the benchmark. 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