Which of the Following Statements Is False

Which of the following statements is false?

A) Dividing the covariance by the volatilities ensures that correlation is always between -1 and +1.
B) Volatility is the square root of variance.
C) The closer the correlation is to 0, the more the returns tend to move together as a result of common risk.
D) If two stocks move together, their returns will tend to be above or below average at the same time, and the covariance will be positive.