32 What is the correlation between stocks A and C? State of Economy Boom Stable Recession Probability of Stock A Stock B Stock C Occurrence Expected Return Expected Return Expected Return 25% 15% 30% -12% 55% 7% 10% 3% 20% -12% -35% 25% Select one: O a. 0.75 O b. 0.99 O c. -0.99 O d. 0,54 O e o