Which of the following statements is false?

a)A stock which has an unusually high covariance with market will have a beta greater than Zero

b)The covariance of stock's returns with itself is equal to 1.0

c)The covariance between the risk free asset and risky asset is Zero

d)A firm's beta is the slope of the regression line when you regress the returns of the firm's stock on the returns of the market