单选题 Which of the following is NOT a correct statement concerning covariance?

A. It can only apply to two variables at a time.
B. A covariance of zero rules out any relationship.
C. It can be negative.

【正确答案】 B

【答案解析】A covariance only measures the linear relationship. The covariance can be zero while a non - linear relationship exists. All the other statements are true.