How smart can a German Shepherd be?

My best friend's German Shepherd is probably the smartest dog i've ever seen. She will follow her everywhere and even walks with her to school. When she tells her she can go home she will right away and even comes back in time to greet her after school and walks with her back home. She knows how to unlock, lock and open doors and close them to. She knows paw, sit, lie down, bark, roll over and all these other kinds of things. Her dog wakes her up in the morning and make sure she goes to bed on time to. When she walks her she doesn't even need a leash cause she will follow her and not run off for anything. She'll even wait outside for her when she goes in a store. She won't wander off or anything. She's even trained as a guard dog in case someone breaks into her house. When my best friend is depressed or something her dog always comforts her and doesn't leave her side until she feels better well then again she wont leave her side at all anyway. Her dog can even say a few things to like her nickname and 'i love you'. Is it natural for a dog to be this smart?