Which of the following statements is true about stock returns? Select one: a. The correlation coefficient between stock returns for two non-overlapping periods should be zero so that returns from one period cannot be used to predict returns in later periods and make abnormal profits. b. The correlation coefficient between stock returns for two non-overlapping periods should be negative so that returns from one period cannot be used to predict returns in later periods and make abnormal profits. C. The correlation coefficient between stock returns for two non-overlapping periods should be greatly positive so that returns from one period cannot be used to predict returns in later periods and make abnormal profits. d. The correlation coefficient between stock returns for two non-overlapping periods should be greatly negative so that returns from one period cannot be used to predict returns in later periods and make abnormal profits