Cleo's Links
Cleo has always admired Zero and openly admits her feelings for him to anyone who's around. She deeply cares for him and always has since they were children. Zero and Cleo are good friends, but at times Cleo get's a bit clingy and tends to unintentionally push him away. She has yet to take much notice of this, however.
Zero feels a bit awkward around Cleo sometimes, due to her obvious crush on him. He does care for her though, considering they were childhood friends. The two of them still are after all. He considers her more of a sister than anything more.