When the Historical Returns of an Asset Are Plotted Against

When the historical returns of an asset are plotted against the historical returns on the market portfolio and the line has a slope of zero, then

A) the returns on the asset are infinite relative to the market portfolio.
B) the returns on the asset tend to move in an opposite direction from the market portfolio.
C) the returns on the asset are independent of the returns on the market portfolio.
D) the returns on the asset tend to move in the same direction as the market portfolio.