plz do it asap and provide explanations

Which of the following is incorrect? (2.5 points) Question 10 Not yet answered Marked out of 2.50 O a freturns of the two risky assets are negatively correlated, they move in opposite directions Ob Returns of two risky assets can be positively correlated if both assets have a common source of systematic risk 0.c. Returns of two risky assets can be un correlated if they do not have common risk sources Od. None of the above P Flag