Which of the following statements is NOT correct? a. A stock's return sigma can't be negative. b. The covariance between the returns of two assets may be negative. c. If the correlation coefficient between the returns of two assets is negative 1, their relationship can be described by a upivard slopping line. d. The variance of the returns of an assets can't be negative. e. If the correlation coefficient between the returns of two assets is , it means there is no systematic relationship between their return changes