Which of the Following Statements Is FALSE

Which of the following statements is FALSE?

A) The covariance of a share with itself is simply its variance.
B) If two shares move in opposite directions, one will tend to be above average when the other is below average, and the covariance will be negative.
C) The covariance allows us to gauge the strength of the relationship between shares.
D) The correlation between two shares has the same sign as their covariance, so it has a similar interpretation.