which of the following statements about covariance and correlation is least likely correct?

            A. A zero covariance implies there is no linear relationship between the return on two assets

            B. if two assets have perfect negative correlation, the variance of returns for a portfolio that consists of these two assets will equal zero.

       敢问高人这题的B为什么是错的，correlation为-1的时候不是可以让风险变成0的吗？