Select the Correct Statement from Among the Following

Select the correct statement from among the following:

A) When the total returns for a security are plotted against the total returns for a market index and a regression line fitted, this is the capital market line.
B) Knowing the covariance between two securities and the standard deviation of each, the correlation coefficient can be calculated.
C) With perfect negative correlation, two securities' returns have a perfect direct linear relationship to each other.
D) The optimal portfolio for any investor occurs at the point of tangency between the lowest indifference curve and the efficient frontier.