Correlation is the: A. squared measure of a security's total risk. B. extent to which the returns on two assets move together. C. measurement of the systematic risk contained in an asset. D. daily return on an asset compared to its previous daily return. E. spreading of an investment across a number of assets. squared measure of a security's total risk. O extent to which the returns on two assets move together O measurement of the systematic risk contained in an asset. O daily return on an asset compared to its previous daily return