问题
单项选择题
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.
答案
参考答案：B
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.