1. Currently, Sand Stone Gems has a return of 15.6 percent for the year and has an average return for the past ten years of 12.1 percent. Meanwhile, Deep Creek Mines has a return of 6.7 percent for the year and an average return for the past ten years of 9.1 percent. Given this, you can assume that the:

   a		standard deviation of the returns on Deep Creek Mines is negative.
   b		covariance of the returns on these two stocks is negative
   c		covariance of the returns on these two stocks is zero.
   d		correlation of the returns on these two stocks is zero.