Step 1: Statement (I).
For a real matrix, the characteristic equation $\det(A-\lambda I)=0$ expands into a polynomial whose coefficients come only from sums and products of the real entries of $A$, so every coefficient is real. A standard algebra fact says that if a polynomial with real coefficients has a complex root $\lambda$, its conjugate $\bar\lambda$ is automatically a root too. Applying this to the characteristic polynomial proves statement (I) is TRUE for every real matrix.
Step 2: Statement (II), attack it through a $2\times2$ real block.
Let $v=u+iw$ with $u,w\in\mathbb{R}^n$, and $\lambda=x+iy$, $y\neq0$. Comparing real and imaginary parts of $Av=\lambda v$ gives $Au=xu-yw$ and $Aw=yu+xw$. This says the pair $(u,w)$ spans a 2-dimensional real subspace on which $A$ acts exactly like the $2\times2$ real matrix $\begin{pmatrix}x & y\\ -y & x\end{pmatrix}$.
Step 3: Use that this $2\times2$ matrix has no real eigenvector.
The matrix $\begin{pmatrix}x & y\\ -y & x\end{pmatrix}$ has eigenvalues $x\pm iy$, which are not real because $y\neq0$. If $u$ and $w$ were linearly dependent, say $w=cu$ with $u\neq0$, then $A$ restricted to that line would have to send $u$ to a real multiple of itself, meaning $u$ is a real eigenvector for a real eigenvalue, contradicting that the eigenvalues $x\pm iy$ are non-real.
Step 4: Handle the case where one of $u,w$ is exactly zero.
If $w=0$, the relation $Aw=yu+xw$ reduces to $0=yu$, and since $y\neq0$ this forces $u=0$ too, which cannot happen because $v=u+iw\neq0$. The symmetric argument rules out $u=0$. So $u,w$ are both nonzero and, by Step 3, cannot be proportional either.
Step 5: Conclude.
So $u=\text{Re}(v)$ and $w=\text{Im}(v)$ are linearly independent over $\mathbb{R}$, proving statement (II) TRUE as well. Both statements hold.
\[
\boxed{\text{Both statements (I) and (II) are correct}}
\]