5) Consider the following probability distribution for stocks C and D: State 1 Probability 0.30 Return on Stock Return on Stock D 7% 9% 0.50 11% 14% N 3 0.20 -16% 26% The coefficient of correlation between C and D is A) 0.50 B) None of the options are correct. C) -0.67. D) -0.50. E)_ 0.67